Pages that link to "Item:Q1871996"
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The following pages link to Application of the singularity-separating method to American exotic option pricing (Q1871996):
Displaying 7 items.
- An artificial boundary method for the Hull-White model of American interest rate derivatives (Q621011) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- A robust finite difference scheme for pricing American put options with singularity-separating method (Q964214) (← links)
- Numerically pricing American options under the generalized mixed fractional Brownian motion model (Q1619383) (← links)
- A simple numerical method for pricing an American put option (Q2375408) (← links)
- Option valuation by using discrete singular convolution (Q2570721) (← links)
- An implicit scheme for American put options (Q6057151) (← links)