Pages that link to "Item:Q4226853"

The following pages link to PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS (Q4226853):

Displaying 17 items.

• Pricing American contingent claims by stochastic linear programming (Q3391893) (← links)
• Employee stock option valuation with repricing features (Q3539542) (← links)
• A finite element approach to the pricing of discrete lookbacks with stochastic volatility (Q4541570) (← links)
• Efficient willow tree method for European-style and American-style moving average barrier options pricing (Q4555115) (← links)
• A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY (Q4571700) (← links)
• Pricing equity options everywhere (Q4610276) (← links)
• One-state variable binomial models for European-/American-style geometric Asian options (Q4647271) (← links)
• Evaluation of double average asian options by the legendre spectral method (Q4656198) (← links)
• Perpetual American Put Option: an Error Estimator for Non-Standard Finite Difference Scheme (Q5049834) (← links)
• RISK-BASED CAPITAL FOR VARIABLE ANNUITY UNDER STOCHASTIC INTEREST RATE (Q5140086) (← links)
• Optimal system of Lie group invariant solutions for the Asian option PDE (Q5199428) (← links)
• A geometric statement of the Harnack inequality for a degenerate Kolmogorov equation with rough coefficients (Q5237234) (← links)
• (Q5320117) (← links)
• The obstacle problem for a class of hypoelliptic ultraparabolic equations (Q5438180) (← links)
• A moment expansion approach to option pricing (Q5697340) (← links)
• On the fundamental solution for degenerate Kolmogorov equations with rough coefficients (Q6156214) (← links)
• Deep signature algorithm for multidimensional path-dependent options (Q6496949) (← links)