Pages that link to "Item:Q2704186"
From MaRDI portal
The following pages link to An iterative two-step algorithm for American option pricing (Q2704186):
Displaying 8 items.
- A fixed point method for the linear complementarity problem arising from American option pricing (Q519227) (← links)
- An iterative method for pricing American options under jump-diffusion models (Q534258) (← links)
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- On multigrid for anisotropic equations and variational inequalities ``pricing multi-dimensional European and American options'' (Q1780893) (← links)
- An iterative two step algorithm for American options pricing (Q2737610) (← links)
- (Q4980966) (← links)
- Certain Areas of Industrial and Applied Mathematics (Q4992689) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)