Pages that link to "Item:Q3225913"

The following pages link to American Options Under Stochastic Volatility (Q3225913):

Displaying 23 items.

• American option pricing under two stochastic volatility processes (Q278970) (← links)
• The implication of missing the optimal-exercise time of an American option (Q319234) (← links)
• American stochastic volatility call option pricing: a lattice based approach (Q375256) (← links)
• Approximating stochastic volatility by recombinant trees (Q744390) (← links)
• The inverse volatility problem for American options (Q827510) (← links)
• A fast Fourier transform technique for pricing American options under stochastic volatility (Q965893) (← links)
• American option pricing under stochastic volatility: an efficient numerical approach (Q970136) (← links)
• American option pricing under stochastic volatility: an empirical evaluation (Q970137) (← links)
• American options exercise boundary when the volatility changes randomly (Q1288991) (← links)
• American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
• A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
• American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
• Valuing switching options with the moving-boundary method (Q2246609) (← links)
• CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
• An improvement of an analytical approximation method for American options (Q2247338) (← links)
• Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
• American options with asymmetric information and reflected BSDE (Q2405223) (← links)
• Boundary evolution equations for American options (Q2875727) (← links)
• On a constant related to American type options (Q3114558) (← links)
• SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT? (Q3225029) (← links)
• A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes (Q4691941) (← links)
• The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)
• An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)