Pages that link to "Item:Q1044158"

The following pages link to Valuing continuous-installment options (Q1044158):

Displaying 22 items.

• On convergence of Laplace inversion for the American put option under the CEV model (Q277189) (← links)
• Valuation of the prepayment option of a perpetual corporate loan (Q370357) (← links)
• Pricing American continuous-installment options under stochastic volatility model (Q482015) (← links)
• An integral representation approach for valuing American-style installment options with continuous payment plan (Q555073) (← links)
• On a general class of free boundary problems for European-style installment options with continuous payment plan (Q652031) (← links)
• Valuation of European continuous-installment options (Q660913) (← links)
• American continuous-installment options of barrier type (Q890621) (← links)
• Installment options close to expiry (Q937477) (← links)
• Pricing and applications of digital installment options (Q1952891) (← links)
• Efficient valuation of a variable annuity contract with a surrender option (Q2300964) (← links)
• Analytic valuation of European continuous-installment barrier options (Q2315940) (← links)
• A dynamic programming approach to price installment options (Q2570163) (← links)
• Valuation of American continuous-installment options (Q2575454) (← links)
• ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765) (← links)
• THE VALUATION OF CALLABLE-PUTTABLE REVERSE CONVERTIBLE BONDS (Q3566766) (← links)
• (Q4496543) (← links)
• (Q4564888) (← links)
• Efficient Numerical Valuation of Continuous Installment Options (Q4919278) (← links)
• Valuation of American continuous-installment put options (Q5195690) (← links)
• THE VALUATION OF SELF-FUNDING INSTALMENT WARRANTS (Q5281720) (← links)
• LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS (Q5315616) (← links)
• Numerical approach for coupled systems resulting from pricing of derivatives: Modeling and pricing of installment options (Q6183005) (← links)