Pages that link to "Item:Q2889595"
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The following pages link to Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595):
Displaying 5 items.
- Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
- Exercise boundary of American-style Asian option (Q2378896) (← links)
- Sensitivity analysis of the early exercise boundary for American style of Asian option (Q2896264) (← links)
- Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options (Q3635170) (← 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)