Pages that link to "Item:Q3353912"
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The following pages link to Approximations for the values of american options (Q3353912):
Displaying 26 items.
- An alternative approach to the valuation of American options and applications (Q375241) (← links)
- A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
- Valuation of American partial barrier options (Q744405) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- An integral representation and computation for the solution of American options (Q1612638) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- A semilinear Black and Scholes partial differential equation for valuing American options: approximate solutions and convergence (Q1769398) (← links)
- An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- Compact finite difference method for American option pricing (Q2370586) (← links)
- Valuation of American options by the gradient projection method (Q2379062) (← links)
- On the behaviour near expiry for multi-dimensional American options (Q2465175) (← links)
- An approximate moving boundary method for American option pricing (Q2629646) (← links)
- The generalized Cauchy problem for the price of an American put option. (Q2782707) (← links)
- The homotopy perturbation method for the Black–Scholes equation (Q3070613) (← links)
- On Backward Stochastic Differential Equations Approach to Valuation of American Options (Q3100574) (← links)
- A NEW ANALYTICAL APPROXIMATION FORMULA FOR THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q3421829) (← links)
- CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET (Q3502132) (← links)
- On the American Option Value Near its Exercise Region (Q3618167) (← links)
- Analytical Approximate Solutions to American Barrier and Lookback Option Values (Q3631200) (← links)
- Optimal exercise boundary for an American put option (Q4541557) (← links)
- Laplace transforms and American options (Q4784303) (← links)
- Generalized trapezoidal formulas for valuing American options (Q4831408) (← links)
- NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET (Q4906518) (← links)
- American option prices in a Markov chain market model (Q5414495) (← links)
- APPROXIMATION OF THE FREE BOUNDARY OF AN AMERICAN CALL OPTION BY FINITE DIFFERENCES ON PARALLELOGRAMS (Q5740967) (← links)