Pages that link to "Item:Q482015"

The following pages link to Pricing American continuous-installment options under stochastic volatility model (Q482015):

Displaying 7 items.

• American option pricing under two stochastic volatility processes (Q278970) (← links)
• A variational inequality arising from American installment call options pricing (Q1025812) (← links)
• A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825) (← links)
• Pricing, no-arbitrage bounds and robust hedging of instalment options (Q4646512) (← links)
• Valuation of American continuous-installment put options (Q5195690) (← links)
• Perpetual cancellable American options with convertible features (Q6067091) (← links)
• A robust numerical simulation of a fractional Black-Scholes equation for pricing American options (Q6598052) (← links)