The following pages link to (Q4356583):
Displaying 15 items.
- An improved method for pricing and hedging long dated American options (Q323396) (← links)
- The parareal algorithm for American options (Q338075) (← links)
- Using spectral element method to solve variational inequalities with applications in finance (Q508514) (← links)
- A numerical analysis of American options with regime switching (Q618604) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
- An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
- Valuing American options by simulation: a BSDEs approach (Q2228772) (← links)
- A moving boundary approach to American option pricing (Q2654413) (← links)
- American Option Pricing Using Simulation and Regression: Numerical Convergence Results (Q2920953) (← links)
- (Q3562491) (← links)
- The Parareal Algorithm for American Options (Q4553797) (← links)
- Numerical Study of Splitting Methods for American Option Valuation (Q4626513) (← links)
- Solving high-dimensional optimal stopping problems using deep learning (Q5014845) (← links)
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING (Q5411398) (← links)