Pages that link to "Item:Q2629646"
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The following pages link to An approximate moving boundary method for American option pricing (Q2629646):
Displaying 18 items.
- A new elementary geometric approach to option pricing bounds in discrete time models (Q320923) (← links)
- An improved method for pricing and hedging long dated American options (Q323396) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- Valuation of American strangles through an optimized lower-upper bound approach (Q1655917) (← links)
- An improved least squares Monte Carlo valuation method based on heteroscedasticity (Q1694951) (← links)
- On the methods of pricing American options: case study (Q1703539) (← links)
- Numerical contour integral methods for free-boundary partial differential equations arising in American volatility options pricing (Q1726996) (← links)
- Numerical methods for pricing American options with time-fractional PDE models (Q1793314) (← links)
- A `moving index' method for the solution of the American options valuation problem (Q1840903) (← links)
- Pricing the American options: a closed-form, simple formula (Q2140741) (← links)
- Pricing real estate index options under stochastic interest rates (Q2145575) (← links)
- Valuing switching options with the moving-boundary method (Q2246609) (← links)
- General lattice methods for arithmetic Asian options (Q2286910) (← links)
- VIX derivatives, hedging and vol-of-vol risk (Q2286994) (← links)
- A moving boundary approach to American option pricing (Q2654413) (← links)
- Simple improvement method for upper bound of American option (Q3108374) (← links)
- A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
