Pages that link to "Item:Q3100574"
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The following pages link to On Backward Stochastic Differential Equations Approach to Valuation of American Options (Q3100574):
Displaying 12 items.
- The early exercise premium representation for American options on multiply assets (Q253081) (← links)
- On time-dependent functionals of diffusions corresponding to divergence form operators (Q354753) (← links)
- Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form (Q655320) (← links)
- A semilinear Black and Scholes partial differential equation for valuing American options (Q1775998) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- Valuing American options by simulation: a BSDEs approach (Q2228772) (← links)
- The Valuation of American Options for a Class of Diffusion Processes (Q3114791) (← links)
- Backward simulation methods for pricing American options under the CIR process (Q4555172) (← links)
- A new method of valuing American options based on Brownian models (Q5079101) (← links)
- On perpetual American options in a multidimensional Black–Scholes model (Q5094573) (← links)
- A unique solution to a semilinear Black-Scholes partial differential equation for valuing multi-assets of American options (Q5456303) (← links)
- Reflected Backward Stochastic Differential Equations, Convex Risk Measures and American Options (Q5746994) (← links)
