Pages that link to "Item:Q5190051"
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The following pages link to PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD (Q5190051):
Displaying 13 items.
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
- Analytical pricing of American options (Q1937837) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- The intersection between European put price and its payoff function (Q2842535) (← links)
- American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach (Q2935304) (← links)
- PENALTY AMERICAN OPTIONS (Q4631697) (← links)
- Pricing and Hedging American Options Using Approximations by Kim Integral Equations * (Q4677660) (← links)
- INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS (Q4683923) (← links)
- Pricing American Put Options Using Malliavin Calculus with Optimal Localization Function (Q5068223) (← links)
- APPROXIMATE SOLUTIONS FOR THE BRITISH PUT OPTION AND ITS OPTIMAL EXERCISE BOUNDARY (Q5369442) (← links)
