Pages that link to "Item:Q751451"

The following pages link to Variational inequalities and the pricing of American options (Q751451):

Displaying 50 items.

• Superconvergence estimates of finite element methods for American options (Q993293) (← links)
• Convergence analysis of modified hybrid steepest-descent methods with variable parameters for variational inequalities (Q995948) (← links)
• On modified hybrid steepest-descent methods for general variational inequalities (Q996912) (← links)
• Evolutionary variational inequalities applied to financial equilibrium problems in an environment of risk and uncertainty (Q999958) (← links)
• A variational inequality arising from American installment call options pricing (Q1025812) (← links)
• Hybrid steepest descent methods for zeros of nonlinear operators with applications to variational inequalities (Q1029287) (← links)
• Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (Q1044217) (← links)
• Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
• Error estimates for the binomial approximation of American put options (Q1296626) (← links)
• A variational approach for pricing options and corporate bounds (Q1367716) (← links)
• Intervention options in life insurance (Q1394965) (← links)
• The valuation of American call options on the minimum of two dividend-paying assets (Q1425482) (← links)
• PDE methods for pricing barrier options (Q1583144) (← links)
• Commodity spread option with cointegration (Q1627674) (← links)
• Equal risk pricing under convex trading constraints (Q1655628) (← links)
• An integration by parts type formula for stopping times and its application (Q1707041) (← links)
• Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182) (← links)
• Power penalty approach to American options pricing under regime switching (Q1730815) (← links)
• Linear complementarity problems on extended second order cones (Q1743527) (← links)
• Hybrid algorithms of nonexpansive semigroups for variational inequalities (Q1760785) (← links)
• Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
• On the use of boundary conditions for variational formulations arising in financial mathematics. (Q1855082) (← links)
• Quasi-explicit formulas for American options in a jump-diffusion model (Q1897669) (← links)
• An integro-differential parabolic variational inequality connected with the problem of the American option pricing (Q1909630) (← links)
• An approximation of American option prices in a jump-diffusion model (Q1915843) (← links)
• Hybrid steepest descent viscosity method for triple hierarchical variational inequalities (Q1925453) (← links)
• A second-order difference scheme for the penalized Black-Scholes equation governing American put option pricing (Q1930396) (← links)
• Direct computation for American put option and free boundary using finite difference method (Q1943082) (← links)
• A two-grid penalty method for American options (Q1993545) (← links)
• Pricing of American options, using the Brennan-Schwartz algorithm based on finite elements (Q2007600) (← links)
• A posteriori estimates distinguishing the error components and adaptive stopping criteria for numerical approximations of parabolic variational inequalities (Q2021152) (← links)
• American options in nonlinear markets (Q2042845) (← links)
• Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
• A semi-Lagrangian mixed finite element method for advection-diffusion variational inequalities (Q2095644) (← links)
• American options and stochastic interest rates (Q2109007) (← links)
• Investment flexibility as a barrier to entry (Q2191517) (← links)
• On the binomial approximation of the American put (Q2198165) (← links)
• On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
• Error estimates for backward Euler finite element approximations of American call option valuation (Q2206646) (← links)
• A new form of the early exercise premium for American type derivatives (Q2213635) (← links)
• Valuing American options by simulation: a BSDEs approach (Q2228772) (← links)
• A new mapping for finding a common element of the sets of fixed points of two finite families of nonexpansive and strictly pseudo-contractive mappings and two sets of variational inequalities in uniformly convex and 2-smooth Banach spaces (Q2252782) (← links)
• Weak Galerkin finite element method for valuation of American options (Q2259116) (← links)
• American chooser options (Q2271613) (← links)
• American step options (Q2282524) (← links)
• Stability and error analysis of operator splitting methods for American options under the Black-Scholes model (Q2302378) (← links)
• Valuation of American passport option using a three-time level scheme (Q2322412) (← links)
• A method-of-lines approach for solving American option problems (Q2332986) (← links)
• The uniqueness of the solution for the definite problem of a parabolic variational inequality (Q2374200) (← links)
• Valuation of American options by the gradient projection method (Q2379062) (← links)