Pages that link to "Item:Q2058423"
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The following pages link to Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423):
Displaying 5 items.
- Power penalty approach to American options pricing under regime switching (Q1730815) (← links)
- Limit equations of adaptive Erlangization and their application to environmental management (Q6052338) (← links)
- Numerical analysis and simulation of European options under liquidity shocks: a coupled semilinear system approach with new IMEX methods (Q6549868) (← links)
- An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)
- RBF–based IMEX finite difference schemes for pricing option under liquidity switching (Q6590589) (← links)