Pages that link to "Item:Q1769398"
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The following pages link to A semilinear Black and Scholes partial differential equation for valuing American options: approximate solutions and convergence (Q1769398):
Displaying 10 items.
- A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
- Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (Q878048) (← links)
- An upwind approach for an American and European option pricing model (Q1294336) (← links)
- A semigroup approach to American options (Q1763408) (← links)
- A semilinear Black and Scholes partial differential equation for valuing American options (Q1775998) (← links)
- Valuing American options by simulation: a BSDEs approach (Q2228772) (← links)
- A nonlinear partial differential equation for american options in the entire domain of the state variable (Q4378758) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
- Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view (Q4967878) (← links)
- A unique solution to a semilinear Black-Scholes partial differential equation for valuing multi-assets of American options (Q5456303) (← links)
