Pages that link to "Item:Q3395093"
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The following pages link to An Artificial Boundary Method for American Option Pricing under the CEV Model (Q3395093):
Displaying 24 items.
- On convergence of Laplace inversion for the American put option under the CEV model (Q277189) (← links)
- Numerical pricing of financial derivatives using Jain's high-order compact scheme (Q387081) (← links)
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- Valuing American options under the CEV model by Laplace-Carson transforms (Q613360) (← links)
- An artificial boundary method for the Hull-White model of American interest rate derivatives (Q621011) (← links)
- Optimal dividends and bankruptcy procedures: Analysis of the Ornstein-Uhlenbeck process (Q645698) (← links)
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
- A multiquadric quasi-interpolations method for CEV option pricing model (Q1631408) (← links)
- A high-order finite difference method for option valuation (Q1705003) (← links)
- FFT-network for bivariate Lévy option pricing (Q2024616) (← links)
- Option valuation under the VG process by a DG method. (Q2058996) (← links)
- Valuing American-style options under the CEV model: an integral representation based method (Q2180299) (← links)
- Computing the CEV option pricing formula using the semiclassical approximation of path integral (Q2223839) (← links)
- An efficient numerical method for pricing American put options under the CEV model (Q2226255) (← links)
- Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
- Conservative third-order central-upwind schemes for option pricing problems (Q2296246) (← links)
- CEV asymptotics of American options (Q2442980) (← links)
- An iterative splitting method for pricing European options under the Heston model (Q2660110) (← links)
- A closed-form solution to American options under general diffusion processes (Q2869962) (← links)
- Recombining Tree Approximations for Optimal Stopping for Diffusions (Q4579835) (← links)
- Artificial Boundary Method for European Pricing Option Problem (Q4986626) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
- Front-fixing FEMs for the pricing of American options based on a PML technique (Q5249951) (← links)
- American Option Valuation under Continuous-Time Markov Chains (Q5262446) (← links)
