Pages that link to "Item:Q5397426"
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The following pages link to A simple iterative method for the valuation of American options (Q5397426):
Displaying 17 items.
- An improved method for pricing and hedging long dated American options (Q323396) (← links)
- An alternative approach to the valuation of American options and applications (Q375241) (← links)
- Pricing puttable convertible bonds with integral equation approaches (Q1999664) (← links)
- Optimal decision policy for real options under general Markovian dynamics (Q2028909) (← links)
- Pricing the American options: a closed-form, simple formula (Q2140741) (← links)
- Pricing the American options using the Black-Scholes pricing formula (Q2150964) (← links)
- Valuing American-style options under the CEV model: an integral representation based method (Q2180299) (← links)
- A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
- An improvement of an analytical approximation method for American options (Q2247338) (← links)
- Valuation of American options by the gradient projection method (Q2379062) (← links)
- Financial options pricing with regime-switching jump-diffusions (Q2398904) (← links)
- Volterra integral equations: an approach based on Lipschitz-continuity (Q2673947) (← links)
- Simple improvement method for upper bound of American option (Q3108374) (← links)
- (Q4980966) (← links)
- Analytic solutions for American partial barrier options by exponential barriers (Q5208536) (← links)
- The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)
- (Q6156181) (← links)