Pages that link to "Item:Q4345925"
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The following pages link to ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS (Q4345925):
Displaying 38 items.
- ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765) (← links)
- A second-order Nyström-type discretization for the early-exercise curve of American put options (Q3636734) (← links)
- NEW NUMERICAL SCHEME FOR PRICING AMERICAN OPTION WITH REGIME-SWITCHING (Q3637884) (← links)
- Option Pricing With V. G. Martingale Components<sup>1</sup> (Q4345917) (← links)
- Valuation of American options under the CGMY model (Q4554225) (← links)
- A new integral equation formulation for American put options (Q4554433) (← links)
- THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS (Q4555849) (← links)
- Asymptotic Expansion Approach in Finance (Q4560338) (← links)
- A NEW MONTE CARLO METHOD FOR AMERICAN OPTIONS (Q4653042) (← links)
- INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS (Q4683923) (← links)
- Laplace transforms and American options (Q4784303) (← links)
- Local times of functions of continuous semimartingales (Q4835284) (← links)
- NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (Q4906518) (← links)
- CLOSED FORM OPTIMAL EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION (Q4990919) (← links)
- Spiking the Volatility Punch (Q4994679) (← links)
- Hedging Strategies in Commodity Markets – Rolling Intrinsic and Delta Hedging for Virtual Power Plants (Q4994682) (← links)
- LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184) (← links)
- Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
- On a Neural Network to Extract Implied Information from American Options (Q5103918) (← links)
- AN ANALYTICAL OPTION PRICING FORMULA FOR MEAN-REVERTING ASSET WITH TIME-DEPENDENT PARAMETER (Q5158753) (← links)
- PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD (Q5190051) (← links)
- Analytic solutions for American partial barrier options by exponential barriers (Q5208536) (← links)
- On the Optimal Exercise Boundaries of Swing Put Options (Q5219294) (← links)
- Properties of American Volatility Options in the Mean-Reverting 3/2 Volatility Model (Q5250037) (← links)
- A simple iterative method for the valuation of American options (Q5397426) (← links)
- American option prices in a Markov chain market model (Q5414495) (← links)
- An exact and explicit solution for the valuation of American put options (Q5484647) (← links)
- The British call option (Q5746745) (← links)
- Optimal stopping, free boundary, and American option in a jump-diffusion model (Q5961568) (← links)
- A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
- Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation (Q6053120) (← links)
- The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)
- An implicit scheme for American put options (Q6057151) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
- On some generalized American style derivatives (Q6537148) (← links)
- An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)
- The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)
- Optimal surrender policy for reverse mortgage loans (Q6668691) (← links)
