Pages that link to "Item:Q3192913"
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The following pages link to FINITE-DIFFERENCE BISECTION ALGORITHMS FOR FREE BOUNDARIES OF AMERICAN OPTIONS (Q3192913):
Displaying 4 items.
- Algorithms of finite difference for pricing American options under fractional diffusion models (Q1718197) (← links)
- Direct computation for American put option and free boundary using finite difference method (Q1943082) (← links)
- American Options With Discrete Dividends Solved by Highly Accurate Discretizations (Q3618340) (← links)
- APPROXIMATION OF THE FREE BOUNDARY OF AN AMERICAN CALL OPTION BY FINITE DIFFERENCES ON PARALLELOGRAMS (Q5740967) (← links)