Pages that link to "Item:Q4554433"
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The following pages link to A new integral equation formulation for American put options (Q4554433):
Displaying 14 items.
- A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
- High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) (← links)
- An integral representation and computation for the solution of American options (Q1612638) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- A policy iteration algorithm for the American put option and free boundary control problems (Q1989210) (← links)
- Pricing puttable convertible bonds with integral equation approaches (Q1999664) (← links)
- A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
- A new algorithm of the optimal exercise boundary for pricing American options based on Simpson formula (Q2824109) (← links)
- Integral transforms and American options: Laplace and Mellin go Green (Q2921636) (← links)
- (Q5143847) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- (Q6156181) (← links)
- A generalized integral equation formulation for pricing American options under regime-switching model (Q6591516) (← links)
- The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)