Pages that link to "Item:Q2946361"
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The following pages link to The Numerical Solution of the American Option Pricing Problem (Q2946361):
Displaying 6 items.
- Approximation of American put prices by European prices via an embedding method. (Q1872409) (← links)
- A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163) (← links)
- The Heston stochastic volatility model has a boundary trace at zero volatility (Q2680218) (← links)
- (Q4980966) (← links)
- CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS (Q4994443) (← links)
- Representation of exchange option prices under stochastic volatility jump-diffusion dynamics (Q5121499) (← links)