Pages that link to "Item:Q842831"
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The following pages link to An explicit finite difference approach to the pricing problems of perpetual Bermudan options (Q842831):
Displaying 5 items.
- Numerical solution of an integral equation for perpetual Bermudan options (Q2921908) (← links)
- Numerical valuation of Bermudan basket options via partial differential equations (Q5031294) (← links)
- Pricing Bermudan Options via Multilevel Approximation Methods (Q5258453) (← links)
- A Simple Derivation of and Improvements to Jamshidian's and Rogers' Upper Bound Methods for Bermudan Options (Q5310693) (← links)
- Pricing Bermudan options using low-discrepancy mesh methods (Q5397421) (← links)