Pages that link to "Item:Q5398775"
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The following pages link to Numerical methods for American option pricing (Q5398775):
Displaying 26 items.
- A fast numerical method to price American options under the Bates model (Q516683) (← links)
- Computational methods for pricing American put options (Q850830) (← links)
- Revisit of stochastic mesh method for pricing American options (Q1043249) (← links)
- On the methods of pricing American options: case study (Q1703539) (← links)
- Numerical contour integral methods for free-boundary partial differential equations arising in American volatility options pricing (Q1726996) (← links)
- Semismooth Newton methods with domain decomposition for American options (Q1747290) (← links)
- Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
- Numerical methods for pricing American options with time-fractional PDE models (Q1793314) (← links)
- Application of the singularity-separating method to American exotic option pricing (Q1871996) (← links)
- Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
- Numerical techniques for determining implied volatility in option pricing (Q2104087) (← links)
- Compact finite difference method for American option pricing (Q2370586) (← links)
- A simple numerical method for pricing an American put option (Q2375408) (← links)
- New insights on testing the efficiency of methods of pricing and hedging American options (Q2456420) (← links)
- A fast and highly accurate numerical method for the evaluation of American options. (Q2731404) (← links)
- Modulus-based successive overrelaxation method for pricing American options (Q2855158) (← links)
- The Excel method of American put option pricing based on the control variable technique (Q2859693) (← links)
- Prediction-correction method for pricing American options (Q2992840) (← links)
- A Numerical Approach for the American Call Option Pricing Model (Q3075297) (← links)
- (Q3562491) (← links)
- Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (Q4554242) (← links)
- Numerical Study of Splitting Methods for American Option Valuation (Q4626513) (← links)
- CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (Q4796575) (← links)
- (Q4980966) (← links)
- (Q5257012) (← links)
- AUTOMATED OPTION PRICING: NUMERICAL METHODS (Q5411737) (← links)