Pages that link to "Item:Q5484647"
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The following pages link to An exact and explicit solution for the valuation of American put options (Q5484647):
Displaying 50 items.
- \(hp\)-adaptive IPDG/TDG-FEM for parabolic obstacle problems (Q316546) (← links)
- Homotopy analysis method for boundary-value problem of turbo warrant pricing under stochastic volatility (Q370128) (← links)
- A new piecewise-spectral homotopy analysis method for solving chaotic systems of initial value problems (Q473850) (← links)
- Application of optimal HAM for finding feedback control of optimal control problems (Q474742) (← links)
- A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985) (← links)
- Limitations and improvements of standard spectral methods for pricing standard options (Q531074) (← links)
- Homotopy analysis method for option pricing under stochastic volatility (Q550482) (← links)
- Analysis of a time fractional wave-like equation with the homotopy analysis method (Q552832) (← links)
- Series solutions of non-linear Riccati differential equations with fractional order (Q602104) (← links)
- Unsteady non-similarity boundary-layer flows caused by an impulsively stretching flat sheet (Q611249) (← links)
- An analytic formula for the price of an American-style Asian option of floating strike type (Q613214) (← links)
- Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015) (← links)
- Series solution to the Thomas-Fermi equation (Q620854) (← links)
- A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
- A new analytical technique to solve Fredholm's integral equations (Q621780) (← links)
- Mathematical properties of \(\hbar\)-curve in the frame work of the homotopy analysis method (Q635702) (← links)
- On the analytical solution of viscous fluid flow past a flat plate (Q637856) (← links)
- A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
- Homotopy solution for nonlinear differential equations in wave propagation problems (Q661696) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- Some exact solutions of the fin problem with a power law temperature-dependent thermal conductivity (Q708478) (← links)
- MHD stagnation-point flow of an upper-convected Maxwell fluid over a stretching surface (Q711947) (← links)
- The application of homotopy analysis method for MHD viscous flow due to a shrinking sheet (Q712013) (← links)
- On analytic solution for generalized three-dimensional MHD flow over a porous stretching sheet (Q715972) (← links)
- Notes on the homotopy analysis method: some definitions and theorems (Q716612) (← links)
- On the use of homotopy analysis method for solving unsteady MHD flow of Maxwellian fluids above impulsively stretching sheets (Q716663) (← links)
- A general approach to get series solution of non-similarity boundary-layer flows (Q716737) (← links)
- An analytical solution for a nonlinear time-delay model in biology (Q717417) (← links)
- An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
- On the relationship between the homotopy analysis method and Euler transform (Q718250) (← links)
- An optimal homotopy-analysis approach for strongly nonlinear differential equations (Q720069) (← links)
- Shrinking flow of second grade fluid in a rotating frame: an analytic solution (Q720205) (← links)
- Prediction of multiplicity of solutions of nonlinear boundary value problems: novel application of homotopy analysis method (Q720297) (← links)
- The explicit series solution of SIR and SIS epidemic models (Q732404) (← links)
- Homotopy analysis method for solving foam drainage equation with space- and time-fractional derivatives (Q762914) (← links)
- Solving famous nonlinear coupled equations with parameters derivative by homotopy analysis method (Q762956) (← links)
- Valuation of a nonexpiring American option on the maximum of a risky and a riskless asset (Q763508) (← links)
- MHD rotating flow of a viscous fluid over a shrinking surface (Q840374) (← links)
- Mixed convection in the stagnation point flow adjacent to a vertical surface in a viscoelastic fluid (Q929866) (← links)
- Slip flow and heat transfer of a second grade fluid past a stretching sheet through a porous space (Q945748) (← links)
- Unsteady flow of a second grade fluid film over an unsteady stretching sheet (Q949564) (← links)
- The application of homotopy analysis method to thin film flows of a third order fluid (Q953593) (← links)
- Heat transfer analysis on the MHD flow of a second grade fluid in a channel with porous medium (Q953602) (← links)
- Two-parameter homotopy method for nonlinear equations (Q964217) (← links)
- Homotopy analysis for boundary layer flow of a micropolar fluid through a porous channel (Q965516) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- Three-dimensional flow over a stretching surface in a viscoelastic fluid (Q1003243) (← links)
- MHD flow of a micropolar fluid near a stagnation-point towards a nonlinear stretching surface (Q1015066) (← links)
- Analytic solution for axisymmetric flow over a nonlinearly stretching sheet (Q1020368) (← links)
- Series solution of nonlinear eigenvalue problems by means of the homotopy analysis method (Q1026734) (← links)