Pages that link to "Item:Q1937837"
From MaRDI portal
The following pages link to Analytical pricing of American options (Q1937837):
Displaying 14 items.
- An improved method for pricing and hedging long dated American options (Q323396) (← links)
- American options: the EPV pricing model (Q665543) (← links)
- An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- The pricing of the American option (Q1186292) (← links)
- An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
- Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← links)
- An improvement of an analytical approximation method for American options (Q2247338) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- The intersection between European put price and its payoff function (Q2842535) (← links)
- A closed-form solution to American options under general diffusion processes (Q2869962) (← links)
- Empirical pricing American put options (Q2888935) (← links)
- (Q4239632) (← links)
- American option pricing under financial crisis (Q4620243) (← links)