Pages that link to "Item:Q925084"
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The following pages link to Mathematical models of financial derivatives (Q925084):
Displaying 6 items.
- An implicit scheme for American put options (Q6057151) (← links)
- (Q6156181) (← links)
- An integral equation approach for pricing American put options under regime-switching model (Q6176012) (← links)
- Accuracy of analytical approximation formula for bond prices in a three-factor convergence model of interest rates (Q6582152) (← links)
- Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment (Q6591548) (← links)
- A robust numerical simulation of a fractional Black-Scholes equation for pricing American options (Q6598052) (← links)