Pages that link to "Item:Q1727172"
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The following pages link to Laplace transform method for pricing American CEV strangles option with two free boundaries (Q1727172):
Displaying 8 items.
- On convergence of Laplace inversion for the American put option under the CEV model (Q277189) (← links)
- Valuing American options under the CEV model by Laplace-Carson transforms (Q613360) (← links)
- Laplace transforms and the American straddle (Q1608817) (← links)
- Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172) (← links)
- Analytic solution for American strangle options using Laplace-Carson transforms (Q2005252) (← links)
- LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184) (← links)
- FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION (Q5213111) (← links)
- (Q6043631) (← links)