Pages that link to "Item:Q846248"
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The following pages link to A semilinear equation for the American option in a general jump market (Q846248):
Displaying 6 items.
- A semilinear Black and Scholes partial differential equation for valuing American options (Q1775998) (← links)
- Option pricing in mathematical financial market with jumps and related problems. (Q1862674) (← links)
- THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887) (← links)
- A nonlinear partial differential equation for american options in the entire domain of the state variable (Q4378758) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
- A unique solution to a semilinear Black-Scholes partial differential equation for valuing multi-assets of American options (Q5456303) (← links)