Pages that link to "Item:Q1762398"
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The following pages link to Applying a power penalty method to numerically pricing American bond options (Q1762398):
Displaying 5 items.
- 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)
- Power penalty method for a linear complementarity problem arising from American option valuation (Q2370044) (← links)
- On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (Q6534640) (← links)
- Primal-dual active set method for evaluating American put options on zero-coupon bonds (Q6552647) (← links)