Pages that link to "Item:Q375241"
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The following pages link to An alternative approach to the valuation of American options and applications (Q375241):
Displaying 15 items.
- Optimal surrender policy for variable annuity guarantees (Q743150) (← links)
- Valuation of a nonexpiring American option on the maximum of a risky and a riskless asset (Q763508) (← links)
- The valuation of American passport options: a viscosity solution approach (Q1730402) (← links)
- Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← links)
- Valuing American-style options under the CEV model: an integral representation based method (Q2180299) (← links)
- A note on options and bubbles under the CEV model: implications for pricing and hedging (Q2211013) (← links)
- An efficient numerical method for pricing American put options under the CEV model (Q2226255) (← links)
- Valuation of American passport option using a three-time level scheme (Q2322412) (← links)
- Valuation of American options by the gradient projection method (Q2379062) (← links)
- Approximations for the values of american options (Q3353912) (← links)
- STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES (Q5214823) (← links)
- A simple iterative method for the valuation of American options (Q5397426) (← links)
- American option prices in a Markov chain market model (Q5414495) (← links)
- A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
- Optimal surrender policy for reverse mortgage loans (Q6668691) (← links)
