Pages that link to "Item:Q4554221"
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The following pages link to American-style options in jump-diffusion models: estimation and evaluation (Q4554221):
Displaying 13 items.
- Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion (Q465077) (← links)
- An iterative method for pricing American options under jump-diffusion models (Q534258) (← links)
- Quasi-explicit formulas for American options in a jump-diffusion model (Q1897669) (← links)
- An approximation of American option prices in a jump-diffusion model (Q1915843) (← links)
- The forward-path method for pricing multi-asset American-style options under general diffusion processes (Q2252387) (← links)
- American and European options in multi-factor jump-diffusion models, near expiry (Q2271720) (← links)
- American Option Valuation with Particle Filters (Q2917425) (← links)
- American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach (Q2935304) (← links)
- (Q4239632) (← links)
- (Q4289128) (← links)
- Pricing multi-asset American option under Heston-CIR diffusion model with jumps (Q5082773) (← links)
- An inverse finance problem for estimating volatility in American option pricing under jump-diffusion dynamics (Q5212568) (← links)
- An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)