Pages that link to "Item:Q2375408"

The following pages link to A simple numerical method for pricing an American put option (Q2375408):

Displaying 19 items.

• Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062) (← links)
• Optimal exercise boundary via intermediate function with jump risk (Q1684772) (← links)
• Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182) (← links)
• Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
• Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
• A policy iteration algorithm for the American put option and free boundary control problems (Q1989210) (← links)
• An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
• On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
• An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
• A simple approximation formula for calculating the optimal exercise boundary of American puts (Q2251757) (← links)
• Two simple numerical methods for the free boundary in one-phase Stefan problem (Q2336694) (← links)
• Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
• A new algorithm of the optimal exercise boundary for pricing American options based on Simpson formula (Q2824109) (← links)
• A Numerical Approach for the American Call Option Pricing Model (Q3075297) (← links)
• (Q3644616) (← links)
• Computational Science and Its Applications – ICCSA 2004 (Q5901314) (← links)
• Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023) (← links)
• Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model (Q6581905) (← links)
• Sixth-order compact differencing with staggered boundary schemes and \(3(2)\) Bogacki-Shampine pairs for pricing free-boundary options (Q6631815) (← links)