Pages that link to "Item:Q2183887"

The following pages link to Early exercise boundaries for American-style knock-out options (Q2183887):

Displaying 8 items.

• A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042) (← links)
• A simple and fast method for valuing American knock-out options with rebates (Q1681693) (← links)
• Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
• Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
• Demand uncertainty, product differentiation, and entry timing under spatial competition (Q2673577) (← links)
• SHOULD AN AMERICAN OPTION BE EXERCISED EARLIER OR LATER IF VOLATILITY IS NOT ASSUMED TO BE A CONSTANT? (Q3225029) (← links)
• THE EARLY EXERCISE PREMIUM REPRESENTATION OF FOREIGN MARKET AMERICAN OPTIONS¹ (Q4372041) (← links)
• An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)