Pages that link to "Item:Q2996867"
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The following pages link to COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867):
Displaying 13 items.
- Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- Finite maturity margin call stock loans (Q1785456) (← links)
- A two-grid penalty method for American options (Q1993545) (← links)
- Semi-analytic valuation of stock loans with finite maturity (Q2198436) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
- BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
- Area estimation between the early exercise boundaries for the American put option with different local volatilities (Q2848573) (← links)
- Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
- A second-order Nyström-type discretization for the early-exercise curve of American put options (Q3636734) (← links)
- Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING (Q5411398) (← links)
- (Q6156181) (← links)
