Pages that link to "Item:Q5484647"
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The following pages link to An exact and explicit solution for the valuation of American put options (Q5484647):
Displaying 50 items.
- Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
- A comparative analysis of local meshless formulation for multi-asset option models (Q1655003) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- Valuation of American strangles through an optimized lower-upper bound approach (Q1655917) (← links)
- A modified analytical approach for fractional discrete KdV equations arising in particle vibrations (Q1663669) (← links)
- Explicit formula for the valuation of catastrophe put option with exponential jump and default risk (Q1676808) (← links)
- Unique and multiple PHAM series solutions of a class of nonlinear reactive transport model (Q1762493) (← links)
- A Longstaff and Schwartz approach to the early election problem (Q1929895) (← links)
- Exact solutions for a strike reset put option and a shout call option (Q1933866) (← links)
- Analytical pricing of American options (Q1937837) (← links)
- Direct computation for American put option and free boundary using finite difference method (Q1943082) (← links)
- Analytical shape functions and derivatives approximation formulas in local radial point interpolation methods with applications to financial option pricing problems (Q2004440) (← links)
- Analytically pricing double barrier options based on a time-fractional Black-Scholes equation (Q2007174) (← links)
- An explicit analytic formula for pricing barrier options with regime switching (Q2018548) (← links)
- Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
- An exact and explicit formula for pricing lookback options with regime switching (Q2083405) (← links)
- Pricing the American options: a closed-form, simple formula (Q2140741) (← links)
- Analytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives (Q2148591) (← links)
- Pricing the American options using the Black-Scholes pricing formula (Q2150964) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- Semi-analytic valuation of stock loans with finite maturity (Q2198436) (← links)
- A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
- Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact (Q2200233) (← links)
- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
- Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
- A simple approximation formula for calculating the optimal exercise boundary of American puts (Q2251757) (← links)
- Predictor homotopy analysis method: two points second order boundary value problems (Q2253315) (← links)
- Application of homotopy analysis method to option pricing under Lévy processes (Q2254307) (← links)
- Do peaked solitary water waves indeed exist? (Q2299802) (← links)
- A spectral method for the electrohydrodynamic flow in a circular cylindrical conduit (Q2340473) (← links)
- Pricing Parisian down-and-in options (Q2344418) (← links)
- A simple numerical method for pricing an American put option (Q2375408) (← links)
- The application of homotopy analysis method to solve a generalized Hirota-Satsuma coupled KdV equation (Q2385772) (← links)
- Radiation effects on MHD flow in a porous space (Q2425889) (← links)
- Series solutions of nano boundary layer flows by means of the homotopy analysis method (Q2427264) (← links)
- Analytical approximations for the periodic motion of the Duffing system with delayed feedback (Q2430757) (← links)
- A semi-analytic pricing formula for lookback options under a general stochastic volatility model (Q2438502) (← links)
- Analytic solution for MHD flow of a third order fluid in a porous channel (Q2479411) (← links)
- An approximate moving boundary method for American option pricing (Q2629646) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
- Analytic-approximate solution for a class of nonlinear optimal control problems by homotopy analysis method (Q2853414) (← links)
- A closed-form solution to American options under general diffusion processes (Q2869962) (← links)
- American option valuation using first-passage densities (Q2871435) (← links)
- Mortgage valuation: a quasi-closed-form solution (Q2873530) (← links)
- A restarted iterative homotopy analysis method for two nonlinear models from image processing (Q2875305) (← links)
- A new analytical technique to solve Volterra's integral equations (Q3011582) (← links)
- OPTIMAL EXERCISE PRICE OF AMERICAN OPTIONS NEAR EXPIRY (Q3057465) (← links)
- SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT? (Q3225029) (← links)
- Explicit solution to the exact Riemann problem and application in nonlinear shallow‐water equations (Q3515871) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
