Pages that link to "Item:Q1608813"
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The following pages link to Evaluating approximations to the optimal exercise boundary for American options (Q1608813):
Displaying 13 items.
- An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- Optimal exercise boundary of American fractional lookback option in a mixed jump-diffusion fractional Brownian motion environment (Q1992912) (← links)
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
- A simple approximation formula for calculating the optimal exercise boundary of American puts (Q2251757) (← links)
- A moving boundary approach to American option pricing (Q2654413) (← links)
- Area estimation between the early exercise boundaries for the American put option with different local volatilities (Q2848573) (← links)
- Boundary evolution equations for American options (Q2875727) (← links)
- Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
- Simple improvement method for upper bound of American option (Q3108374) (← links)
- Optimal exercise boundary for an American put option (Q4541557) (← links)
- Sixth-order compact differencing with staggered boundary schemes and \(3(2)\) Bogacki-Shampine pairs for pricing free-boundary options (Q6631815) (← links)
