Pages that link to "Item:Q5262446"
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The following pages link to American Option Valuation under Continuous-Time Markov Chains (Q5262446):
Displaying 21 items.
- Perpetual American maximum options with Markov-modulated dynamics (Q392759) (← links)
- Characteristic functions and option valuation in a Markov chain market (Q651452) (← links)
- American option valuation under time changed tempered stable Lévy processes (Q1620146) (← links)
- Pricing American drawdown options under Markov models (Q2030371) (← links)
- Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates (Q2040431) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- Valuation of boundary-linked assets by stochastic boundary value problems solved with a wavelet-collocation algorithm (Q2426012) (← links)
- Markov chain approximation and measure change for time-inhomogeneous stochastic processes (Q2662572) (← links)
- American Option Valuation with Particle Filters (Q2917425) (← links)
- The Valuation of American Options with Stochastic Stopping Time Constraints (Q3652698) (← links)
- On the forward algorithm for stopping problems on continuous-time Markov chains (Q5014307) (← links)
- Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
- Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior (Q5126611) (← links)
- Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients (Q5868800) (← links)
- American option pricing under GARCH by a Markov chain approximation (Q5941429) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Speed and duration of drawdown under general Markov models (Q6576880) (← links)
