Pages that link to "Item:Q2205394"
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The following pages link to Primal-dual active set method for pricing American better-of option on two assets (Q2205394):
Displaying 12 items.
- Integrated intelligent computing with neuro-swarming solver for multi-singular fourth-order nonlinear Emden-Fowler equation (Q1983806) (← links)
- Modulus-based successive overrelaxation iteration method for pricing American options with the two-asset Black-Scholes and Heston's models based on finite volume discretization (Q2078260) (← links)
- Semi-implicit FEM for the valuation of American options under the Heston model (Q2115059) (← links)
- Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets (Q2127475) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- A new approach for pricing discounted American options (Q2656825) (← 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)
- (Q5868467) (← links)
- Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023) (← links)
- Primal-dual active set method for evaluating American put options on zero-coupon bonds (Q6552647) (← links)
- Primal-dual active set algorithm for valuating American options under regime switching (Q6590575) (← links)
