Pages that link to "Item:Q2732511"

The following pages link to Analysis of the free boundary for the pricing of an American call option (Q2732511):

Displaying 22 items.

• A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
• On the upper bound of a call option (Q812138) (← links)
• Solving a two variables free boundary problem arising in a perpetual American exchange option pricing model (Q1039529) (← links)
• An integral representation and computation for the solution of American options (Q1612638) (← links)
• Probabilistic approach to free boundary problems and pricing of American options (Q2016260) (← links)
• Parameter estimation approach to the free boundary for the pricing of an American call option (Q2475863) (← links)
• Computation and sensitivity analysis of the pricing of American call options (Q2493775) (← links)
• Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
• On a Numerical Approximation Scheme for Construction of the Early Exercise Boundary for a Class of Nonlinear Black–Scholes Equations (Q2905429) (← links)
• COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867) (← links)
• A Numerical Approach for the American Call Option Pricing Model (Q3075297) (← links)
• THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (Q3084604) (← links)
• THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS (Q3370596) (← links)
• Free boundary and American options in a jump-diffusion model (Q3421522) (← links)
• (Q3644511) (← links)
• Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
• The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545) (← links)
• Numerical Method for Solving Free Boundary Problem Arising from Fixed Rate Mortgages (Q5116378) (← 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)
• Analysis of free boundaries for convertible bonds, with a call feature (Q5419430) (← links)
• Moving boundary transformation for American call options with transaction cost: finite difference methods and computing (Q5737869) (← links)
• American option pricing problem transformed on finite interval (Q5739583) (← links)