Pages that link to "Item:Q4345925"

The following pages link to ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS (Q4345925):

Displaying 50 items.

• Optimal finite horizon contract with limited commitment (Q2120602) (← links)
• On the dual risk model with diffusion under a mixed dividend strategy (Q2177679) (← links)
• Valuing American-style options under the CEV model: an integral representation based method (Q2180299) (← links)
• Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
• A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
• A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
• A new form of the early exercise premium for American type derivatives (Q2213635) (← links)
• An efficient numerical method for pricing American put options under the CEV model (Q2226255) (← links)
• Finite horizon portfolio selection with durable goods (Q2236188) (← links)
• CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
• A simple approximation formula for calculating the optimal exercise boundary of American puts (Q2251757) (← links)
• Weak Galerkin finite element method for valuation of American options (Q2259116) (← links)
• American chooser options (Q2271613) (← links)
• Recursive lower and dual upper bounds for Bermudan-style options (Q2273928) (← links)
• American step options (Q2282524) (← links)
• Valuation of guaranteed unitized participating life insurance under MEGB2 distribution (Q2296606) (← links)
• On pricing options with stressed-beta in a reduced form model (Q2353840) (← links)
• Compact finite difference method for American option pricing (Q2370586) (← links)
• Valuation of American options by the gradient projection method (Q2379062) (← links)
• Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
• New insights on testing the efficiency of methods of pricing and hedging American options (Q2456420) (← links)
• The American straddle close to expiry (Q2472118) (← links)
• Valuation of American continuous-installment options (Q2575454) (← links)
• An approximate moving boundary method for American option pricing (Q2629646) (← links)
• A moving boundary approach to American option pricing (Q2654413) (← links)
• A new approach for pricing discounted American options (Q2656825) (← links)
• Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
• BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← 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)
• Boundary evolution equations for American options (Q2875727) (← links)
• Pricing American options written on two underlying assets (Q2879038) (← links)
• Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
• Closed Form Approximations for Spread Options (Q2889600) (← links)
• The British Put Option (Q2889604) (← links)
• American Option Valuation with Particle Filters (Q2917425) (← links)
• COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867) (← links)
• The homotopy perturbation method for the Black–Scholes equation (Q3070613) (← links)
• An iterative procedure for solving integral equations related to optimal stopping problems (Q3080991) (← links)
• THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (Q3084604) (← links)
• An integral equation for American put options on assets with general dividend processes (Q3108380) (← links)
• Optimal Mortgage Prepayment Under the Cox--Ingersoll--Ross Model (Q3188154) (← links)
• Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options (Q3189132) (← links)
• A NEW ANALYTICAL APPROXIMATION FORMULA FOR THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q3421829) (← links)
• Finite volume methods for the valuation of American options (Q3428051) (← links)
• The American put option in a one-dimensional diffusion model with level-dependent volatility (Q3429331) (← links)
• The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (Q3429332) (← links)
• CALCULATING THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS WITH AN APPROXIMATION FORMULA (Q3498243) (← links)
• Exercisability Randomization of the American Option (Q3518307) (← links)