The following pages link to (Q4980966):
Displaying 7 items.
- A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
- An iterative method for pricing American options under jump-diffusion models (Q534258) (← links)
- A policy iteration algorithm for the American put option and free boundary control problems (Q1989210) (← links)
- An iterative two-step algorithm for American option pricing (Q2704186) (← links)
- An iterative two step algorithm for American options pricing (Q2737610) (← links)
- Accelerated modulus-based symmetric successive overrelaxation iteration method for pricing two-asset American option (Q2983715) (← links)
- A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394) (← links)