Pages that link to "Item:Q5051184"
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The following pages link to LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184):
Displaying 8 items.
- A bound on the value of a two-sided Margrabe infinite American option (Q260326) (← links)
- Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172) (← links)
- Weak convergence for approximation of American option prices (Q2787488) (← links)
- Boundary evolution equations for American options (Q2875727) (← links)
- Simple improvement method for upper bound of American option (Q3108374) (← links)
- SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (Q4608116) (← links)
- An implicit scheme for American put options (Q6057151) (← links)
- The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)