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 20 items.
- (Q4459815) (← links)
- A new integral equation formulation for American put options (Q4554433) (← links)
- An Exact Formula for Pricing American Exchange Options with Regime Switching (Q4562482) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
- Computation of the effects of uncertainty in volatility on option pricing and hedging (Q4903549) (← links)
- (Q4994283) (← links)
- LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184) (← links)
- PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD (Q5190051) (← links)
- Valuation of American continuous-installment put options (Q5195690) (← links)
- Series solutions of coupled Van der Pol equation by means of homotopy analysis method (Q5251289) (← links)
- Projection and Contraction Method for the Valuation of American Options (Q5251351) (← links)
- On the acceleration of explicit finite difference methods for option pricing (Q5300443) (← links)
- APPROXIMATE SOLUTIONS FOR THE BRITISH PUT OPTION AND ITS OPTIMAL EXERCISE BOUNDARY (Q5369442) (← links)
- AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS (Q5369444) (← links)
- A simple iterative method for the valuation of American options (Q5397426) (← links)
- Truncation and acceleration of the Tian tree for the pricing of American put options (Q5745638) (← links)
- Avoiding Small Denominator Problems by Means of the Homotopy Analysis Method (Q5871957) (← links)
- A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
- Implied volatility surfaces: a comprehensive analysis using half a billion option prices (Q6154213) (← links)
- Adaptive implicit finite difference for American options (Q6665204) (← links)
