Pages that link to "Item:Q1398678"

The following pages link to Numerical pricing of American put options on zero-coupon bonds. (Q1398678):

Displaying 17 items.

• A direct LU solver for pricing American bond options under Hull-White model (Q313650) (← links)
• Numerical pricing of financial derivatives using Jain's high-order compact scheme (Q387081) (← links)
• Pricing American bond options using a penalty method (Q445080) (← links)
• Evaluating American put options on zero-coupon bonds by a penalty method (Q544230) (← links)
• Pricing American put option on zero-coupon bond in a jump-extended CIR model (Q907607) (← links)
• Valuation for an American continuous-installment put option on bond under Vasicek interest rate model (Q1040023) (← links)
• Numerical pricing of American put options on zero-coupon bonds. (Q1398678) (← links)
• Applying a power penalty method to numerically pricing American bond options (Q1762398) (← links)
• Pricing American interest rate option on zero-coupon bond numerically (Q2369207) (← links)
• Analytical pricing of American put options on a zero coupon bond in the Heath-Jarrow-Morton model (Q2512852) (← links)
• A NEW FINITE ELEMENT METHOD FOR PRICING OF BOND OPTIONS UNDER TIME INHOMOGENEOUS AFFINE TERM STRUCTURE MODELS OF INTEREST RATES (Q3444862) (← links)
• (Q4627085) (← links)
• (Q4920584) (← links)
• A Robust Spectral Method for Pricing of American Put Options on Zero-Coupon Bonds (Q4985195) (← links)
• A front‐fixing method for American option pricing on zero‐coupon bond under the Hull and White model (Q6180325) (← links)
• On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (Q6534640) (← links)
• Primal-dual active set method for evaluating American put options on zero-coupon bonds (Q6552647) (← links)