Pages that link to "Item:Q950483"

The following pages link to Convergence analysis of a monotonic penalty method for American option pricing (Q950483):

Displaying 15 items.

• Pricing American bond options using a penalty method (Q445080) (← links)
• A penalty approximation method for a semilinear parabolic double obstacle problem (Q480830) (← links)
• On power penalty methods for linear complementarity problems arising from American option pricing (Q496599) (← links)
• Convergence property of an interior penalty approach to pricing American option (Q549902) (← links)
• Power penalty approach to American options pricing under regime switching (Q1730815) (← links)
• Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
• A continuous-time model for valuing foreign exchange options (Q2318921) (← links)
• Convergence analysis of power penalty method for American bond option pricing (Q2393070) (← links)
• Augmented Lagrangian method applied to American option pricing (Q2507936) (← links)
• On convergence of a semi-analytical method for American option pricing (Q2577164) (← links)
• Quadratic convergence for valuing American options using a penalty method (Q2780619) (← links)
• The effect of nonsmooth payoffs on the penalty approximation of American options (Q2873140) (← links)
• Numerical performance of penalty method for American option pricing (Q3161139) (← links)
• MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED (Q4419302) (← links)
• (Q4627085) (← links)