The following pages link to American step options (Q2282524):
Displaying 7 items.
- American type geometric step options (Q380484) (← links)
- Proactive hedging European option pricing with a general logarithmic position strategy (Q2073577) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- American chooser options (Q2271613) (← links)
- Demand uncertainty, product differentiation, and entry timing under spatial competition (Q2673577) (← links)
- Step options. (Q2757294) (← links)
- An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)