Pages that link to "Item:Q2247338"
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The following pages link to An improvement of an analytical approximation method for American options (Q2247338):
Displaying 9 items.
- An improved method for pricing and hedging long dated American options (Q323396) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- An improved simulation method for pricing high-dimensional American derivatives. (Q1873029) (← links)
- An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
- American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach (Q2935304) (← links)
- Simple improvement method for upper bound of American option (Q3108374) (← links)
- Improved lower and upper bound algorithms for pricing American options by simulation (Q3605244) (← links)
- A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394) (← links)
- Pricing and Hedging American Options Using Approximations by Kim Integral Equations * (Q4677660) (← links)