Pages that link to "Item:Q3075297"

The following pages link to A Numerical Approach for the American Call Option Pricing Model (Q3075297):

Displaying 18 items.

• Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062) (← links)
• A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
• A new numerical method an American option pricing (Q865981) (← links)
• An upwind approach for an American and European option pricing model (Q1294336) (← links)
• Accurate and efficient pricing of vanilla stock options via the Crandall-Douglas scheme. (Q1399766) (← links)
• Stock loan valuation under a stochastic interest rate model (Q2006468) (← links)
• Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process (Q2046979) (← links)
• A simple numerical method for pricing an American put option (Q2375408) (← links)
• Parameter estimation approach to the free boundary for the pricing of an American call option (Q2475863) (← links)
• Computation and sensitivity analysis of the pricing of American call options (Q2493775) (← links)
• Analysis of the free boundary for the pricing of an American call option (Q2732511) (← links)
• (Q2990639) (← links)
• FINITE-DIFFERENCE BISECTION ALGORITHMS FOR FREE BOUNDARIES OF AMERICAN OPTIONS (Q3192913) (← links)
• (Q3562491) (← links)
• (Q3644616) (← links)
• A Fast Numerical Method for the Black--Scholes Equation of American Options (Q4443682) (← links)
• Numerical Method for Solving Free Boundary Problem Arising from Fixed Rate Mortgages (Q5116378) (← links)
• APPROXIMATION OF THE FREE BOUNDARY OF AN AMERICAN CALL OPTION BY FINITE DIFFERENCES ON PARALLELOGRAMS (Q5740967) (← links)