Pages that link to "Item:Q970136"

The following pages link to American option pricing under stochastic volatility: an efficient numerical approach (Q970136):

Displaying 24 items.

• American option pricing under two stochastic volatility processes (Q278970) (← links)
• Pricing American continuous-installment options under stochastic volatility model (Q482015) (← links)
• A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
• Operator splitting methods for pricing American options under stochastic volatility (Q841111) (← links)
• Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582) (← links)
• On the convergence of projected triangular decomposition methods for pricing American options with stochastic volatility (Q907564) (← links)
• A fast Fourier transform technique for pricing American options under stochastic volatility (Q965893) (← links)
• American option pricing under stochastic volatility: an empirical evaluation (Q970137) (← links)
• Efficient \(L\)-stable method for parabolic problems with application to pricing American options under stochastic volatility (Q1030223) (← links)
• Numerical contour integral methods for free-boundary partial differential equations arising in American volatility options pricing (Q1726996) (← links)
• The correction of multiscale stochastic volatility to American put option: an asymptotic approximation and finite difference approach (Q2236410) (← links)
• CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
• An efficient ETD method for pricing American options under stochastic volatility with nonsmooth payoffs (Q2864595) (← links)
• American Option Pricing Using Simulation and Regression: Numerical Convergence Results (Q2920953) (← links)
• American Options Under Stochastic Volatility (Q3225913) (← links)
• Effect of different basis functions on the LSM pricing of American option (Q3381503) (← links)
• (Q3562491) (← links)
• (Q4821168) (← links)
• Multiscale methods for the valuation of American options with stochastic volatility (Q4903541) (← links)
• Isogeometric analysis in option pricing (Q5031706) (← links)
• Mixing LSMC and PDE Methods to Price Bermudan Options (Q5112723) (← links)
• Variational Formulation of American Option Prices in the Heston Model (Q5227407) (← links)
• (Q5297395) (← links)
• A NUMERICAL METHOD TO COMPUTE THE VOLATILITY OF THE FRACTIONAL BROWNIAN MOTION IMPLIED BY AMERICAN OPTIONS (Q5403254) (← links)