Pages that link to "Item:Q751451"
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The following pages link to Variational inequalities and the pricing of American options (Q751451):
Displaying 31 items.
- (Q4994283) (← links)
- Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
- Last minute panic in zero sum games (Q5107929) (← links)
- Optimal stopping for the exponential of a Brownian bridge (Q5109507) (← links)
- An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation (Q5156976) (← links)
- Mimetic finite differences for nonlinear and control problems (Q5169485) (← links)
- Numerical Methods for System Parabolic Variational Inequalities from Regime-Switching American Option Pricing (Q5210324) (← links)
- Variational Formulation of American Option Prices in the Heston Model (Q5227407) (← links)
- Front-fixing FEMs for the pricing of American options based on a PML technique (Q5249951) (← links)
- Projection and Contraction Method for the Valuation of American Options (Q5251351) (← links)
- Functional Inequalities and Analysis of Contagion in the Financial Networks (Q5251551) (← links)
- Impulse control of a diffusion with a change point (Q5265791) (← links)
- COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC VOLATILITY (Q5292283) (← links)
- On American Options Under the Variance Gamma Process (Q5297932) (← links)
- Mann-Type Steepest-Descent and Modified Hybrid Steepest-Descent Methods for Variational Inequalities in Banach Spaces (Q5302566) (← links)
- Fast deterministic pricing of options on Lévy driven assets (Q5315443) (← links)
- CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)
- CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND‐PAYING STOCK IN A LOCAL VOLATILITY MODEL (Q5692938) (← links)
- On American Derivatives and Related Obstacle Problems (Q5696869) (← links)
- Numerical Procedure for Calibration of Volatility with American Options (Q5700149) (← 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)
- A penalty method for American multi-asset option problems (Q6040370) (← links)
- The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)
- On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
- Swing contract pricing: with and without neural networks (Q6581630) (← links)
- An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)
- On the obstacle problem associated to the Kolmogorov-Fokker-Planck operator with rough coefficients (Q6617995) (← links)
- Nonparametric estimation of the diffusion coefficient from i.i.d. S.D.E. paths (Q6635299) (← links)
- On the monotonicity of the stopping boundary for time-inhomogeneous optimal stopping problems (Q6636789) (← links)
- Adaptive implicit finite difference for American options (Q6665204) (← links)
