Pages that link to "Item:Q5962134"
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The following pages link to A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134):
Displaying 5 items.
- An improved method for pricing and hedging long dated American options (Q323396) (← links)
- A recombining lattice option pricing model that relaxes the assumption of lognormality (Q660165) (← links)
- Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← links)
- The forward-path method for pricing multi-asset American-style options under general diffusion processes (Q2252387) (← links)
- On Pricing American Put Option on a Fixed Term: A Monte Carlo Approach (Q5066681) (← links)