Pages that link to "Item:Q4985195"
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The following pages link to A Robust Spectral Method for Pricing of American Put Options on Zero-Coupon Bonds (Q4985195):
Displaying 10 items.
- Limitations and improvements of standard spectral methods for pricing standard options (Q531074) (← links)
- Evaluating American put options on zero-coupon bonds by a penalty method (Q544230) (← links)
- A spectral-collocation method for pricing perpetual American puts with stochastic volatility (Q547966) (← links)
- Pricing American put option on zero-coupon bond in a jump-extended CIR model (Q907607) (← links)
- Numerical pricing of American put options on zero-coupon bonds. (Q1398678) (← links)
- A spectral method for bonds (Q2384583) (← links)
- Spectral methods for the Black-Scholes model of American options valuation (Q2924754) (← links)
- (Q4920584) (← links)
- On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (Q6534640) (← links)
- Analyzing short-rate models for efficient bond option pricing: a review (Q6620762) (← links)