Pages that link to "Item:Q2127475"
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The following pages link to Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets (Q2127475):
Displaying 3 items.
- Primal-dual active set method for pricing American better-of option on two assets (Q2205394) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation (Q5156976) (← links)