Pages that link to "Item:Q850830"
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The following pages link to Computational methods for pricing American put options (Q850830):
Displaying 8 items.
- A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
- Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
- A simple numerical method for pricing an American put option (Q2375408) (← links)
- Using computational methodology to price European options with actual payoff distributions (Q2466715) (← links)
- Computational methods for option replication (Q2885507) (← links)
- A Stochastic Approximation Algorithm for American Lookback Put Options (Q3168708) (← links)
- (Q5297395) (← links)
- From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes (Q6157892) (← links)