Pages that link to "Item:Q1612638"
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The following pages link to An integral representation and computation for the solution of American options (Q1612638):
Displaying 11 items.
- Superconvergence estimates of finite element methods for American options (Q993293) (← links)
- CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
- Pricing American interest rate option on zero-coupon bond numerically (Q2369207) (← links)
- Analysis of the free boundary for the pricing of an American call option (Q2732511) (← links)
- American option valuation using first-passage densities (Q2871435) (← links)
- On the solution of complementarity problems arising in American options pricing (Q3096882) (← links)
- American Options With Discrete Dividends Solved by Highly Accurate Discretizations (Q3618340) (← links)
- A new integral equation formulation for American put options (Q4554433) (← links)
- Pricing and Hedging American Options Using Approximations by Kim Integral Equations * (Q4677660) (← links)
- AN ANALYTICAL OPTION PRICING FORMULA FOR MEAN-REVERTING ASSET WITH TIME-DEPENDENT PARAMETER (Q5158753) (← links)
- Computational Science and Its Applications – ICCSA 2004 (Q5901314) (← links)