Pages that link to "Item:Q2871435"
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The following pages link to American option valuation using first-passage densities (Q2871435):
Displaying 5 items.
- The valuation of American passport options: a viscosity solution approach (Q1730402) (← links)
- First-passage time statistics on surfaces of general shape: surface PDE solvers using generalized moving least squares (GMLS) (Q2135252) (← links)
- Valuation of American passport option using a three-time level scheme (Q2322412) (← links)
- American Option Valuation with Particle Filters (Q2917425) (← links)
- Asymptotics for the survival probability of time-inhomogeneous diffusion processes (Q6106542) (← links)