Pages that link to "Item:Q2199770"

The following pages link to A new integral equation approach for pricing American-style barrier options with rebates (Q2199770):

Displaying 11 items.

• A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042) (← links)
• High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) (← links)
• An integral equation approach for the valuation of American-style down-and-out calls with rebates (Q2006630) (← links)
• An accurate and stable numerical method for option hedge parameters (Q2148048) (← links)
• CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
• A new approach for pricing discounted American options (Q2656825) (← links)
• A new integral equation formulation for American put options (Q4554433) (← links)
• Static replication of barrier-type options via integral equations (Q4991074) (← links)
• Analytic solutions for American partial barrier options by exponential barriers (Q5208536) (← links)
• Perpetual cancellable American options with convertible features (Q6067091) (← links)
• (Q6156181) (← links)