Pages that link to "Item:Q1017025"
From MaRDI portal
The following pages link to A Monte Carlo approach for the American put under stochastic interest rates (Q1017025):
Displaying 4 items.
- American option valuation under stochastic interest rates (Q375493) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
- The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)