Pages that link to "Item:Q2570163"
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The following pages link to A dynamic programming approach to price installment options (Q2570163):
Displaying 14 items.
- A dynamic program for valuing corporate securities (Q321036) (← links)
- Pricing American continuous-installment options under stochastic volatility model (Q482015) (← links)
- An integral representation approach for valuing American-style installment options with continuous payment plan (Q555073) (← links)
- Valuation of European continuous-installment options (Q660913) (← links)
- American continuous-installment options of barrier type (Q890621) (← links)
- The pricing and optimal strategies of callable warrants (Q976411) (← links)
- Valuation for an American continuous-installment put option on bond under Vasicek interest rate model (Q1040023) (← links)
- Valuing continuous-installment options (Q1044158) (← links)
- Pricing and applications of digital installment options (Q1952891) (← links)
- Generic improvements to least squares Monte Carlo methods with applications to optimal stopping problems (Q2076899) (← links)
- Analytic valuation of European continuous-installment barrier options (Q2315940) (← links)
- Valuation of American continuous-installment options (Q2575454) (← links)
- Approximation of Dynamic Programs (Q3112476) (← links)
- A dynamic programming approach for pricing CDS and CDS options (Q3182747) (← links)