Pages that link to "Item:Q620987"
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The following pages link to A new predictor-corrector scheme for valuing American puts (Q620987):
Displaying 12 items.
- A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985) (← links)
- A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- Predictor-corrector balance method for the worst-case 1D option pricing (Q901423) (← links)
- A semilinear Black and Scholes partial differential equation for valuing American options: approximate solutions and convergence (Q1769398) (← links)
- Approximation of American put prices by European prices via an embedding method. (Q1872409) (← links)
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605) (← links)
- Stock loan valuation under a stochastic interest rate model (Q2006468) (← links)
- A simple numerical method for pricing an American put option (Q2375408) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
