Pages that link to "Item:Q3114780"
From MaRDI portal
The following pages link to A Dynamic Programming Procedure for Pricing American-Style Asian Options (Q3114780):
Displaying 17 items.
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- A Longstaff and Schwartz approach to the early election problem (Q1929895) (← links)
- A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model (Q1998282) (← links)
- On the pricing of Asian options with geometric average of American type with stochastic interest rate: a stochastic optimal control approach (Q2274620) (← links)
- Pricing of early-exercise Asian options under Lévy processes based on Fourier cosine expansions (Q2437361) (← links)
- A dynamic programming approach to price installment options (Q2570163) (← links)
- Approximation of Dynamic Programs (Q3112476) (← links)
- Analytical Valuation of American-Style Asian Options (Q3114642) (← links)
- A dynamic programming approach for pricing CDS and CDS options (Q3182747) (← links)
- Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options (Q3635170) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
- Valuation of an early exercise defined benefit underpin hybrid pension (Q4562050) (← links)
- OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE (Q4906544) (← links)
- Primal–dual quasi-Monte Carlo simulation with dimension reduction for pricing American options (Q5139263) (← links)
- A NUMERICAL METHOD FOR PRICING AMERICAN-STYLE ASIAN OPTIONS UNDER GARCH MODEL (Q5386318) (← links)
- CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)
- Pricing Discrete Dynamic Fund Protections (Q5715934) (← links)
