Pages that link to "Item:Q639116"
From MaRDI portal
The following pages link to Real options pricing by the finite element method (Q639116):
Displaying 14 items.
- Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
- A fitted finite volume method for real option valuation of risks in climate change (Q2006268) (← links)
- Pricing and simulation for real estate index options: radial basis point interpolation (Q2150396) (← links)
- Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method (Q2190271) (← links)
- Structural estimation of real options models (Q2271671) (← links)
- Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
- A NEW FINITE ELEMENT METHOD FOR PRICING OF BOND OPTIONS UNDER TIME INHOMOGENEOUS AFFINE TERM STRUCTURE MODELS OF INTEREST RATES (Q3444862) (← links)
- (Q3572344) (← links)
- (Q5128157) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
- Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option (Q6089117) (← links)
- A wavelet‐based novel approximation to investigate the sensitivities of various path‐independent binary options (Q6182371) (← links)
- A partition of unity finite element method for valuation American option under Black-Scholes model (Q6491251) (← links)
- About the valuation of American option under Black-Scholes model: a numerical study (Q6553747) (← links)
