The following pages link to (Q4289128):
Displaying 20 items.
- Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
- Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251) (← links)
- American options: the EPV pricing model (Q665543) (← links)
- Variational inequalities and the pricing of American options (Q751451) (← links)
- A semilinear equation for the American option in a general jump market (Q846248) (← links)
- Methods for the rapid solution of the pricing PIDEs in exponential and Merton models (Q952085) (← links)
- The compound option approach to American options on jump-diffusions (Q953702) (← links)
- Pricing American options when asset prices jump (Q969504) (← links)
- Probabilistic solution of the American options (Q1019694) (← links)
- Quasi-explicit formulas for American options in a jump-diffusion model (Q1897669) (← links)
- An integro-differential parabolic variational inequality connected with the problem of the American option pricing (Q1909630) (← links)
- An approximation of American option prices in a jump-diffusion model (Q1915843) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- The critical price for the American put in an exponential Lévy model (Q2271721) (← links)
- Domain decomposition method for a parabolic variational inequality (Q2485621) (← links)
- Analytical valuation of American options on jump-diffusion processes. (Q2707165) (← links)
- Robustness of option prices and their deltas in markets modelled by jump-diffusions (Q2787474) (← links)
- Pricing American-Style Derivatives with European Call Options (Q3115958) (← links)
- Free boundary and American options in a jump-diffusion model (Q3421522) (← links)
- Numerical Analysis of American Option Pricing in a Jump-Diffusion Model (Q4361790) (← links)
