Pages that link to "Item:Q969504"
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The following pages link to Pricing American options when asset prices jump (Q969504):
Displaying 9 items.
- Valuing American options under the CEV model by Laplace-Carson transforms (Q613360) (← links)
- Optimal exercise boundary via intermediate function with jump risk (Q1684772) (← links)
- Direct computation for American put option and free boundary using finite difference method (Q1943082) (← links)
- Valuing switching options with the moving-boundary method (Q2246609) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- A simple numerical method for pricing an American put option (Q2375408) (← links)
- American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
- American option pricing under financial crisis (Q4620243) (← links)
- A new methodology to estimate constant elasticity of variance (Q5076607) (← links)