Pages that link to "Item:Q3114871"
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The following pages link to Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium (Q3114871):
Displaying 5 items.
- An improved method for pricing and hedging long dated American options (Q323396) (← links)
- Analytical pricing of American options (Q1937837) (← links)
- A new form of the early exercise premium for American type derivatives (Q2213635) (← links)
- THE EARLY EXERCISE PREMIUM REPRESENTATION OF FOREIGN MARKET AMERICAN OPTIONS<sup>1</sup> (Q4372041) (← links)
- The price of the Bermudan option: A simple, explicit formula (Q6106259) (← links)