Pages that link to "Item:Q2869962"

The following pages link to A closed-form solution to American options under general diffusion processes (Q2869962):

Displaying 16 items.

• Homotopy analysis method for boundary-value problem of turbo warrant pricing under stochastic volatility (Q370128) (← links)
• A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985) (← links)
• An optimal homotopy-analysis approach for strongly nonlinear differential equations (Q720069) (← links)
• Closed-form optimal strategies of continuous-time options with stochastic differential equations (Q1674900) (← links)
• Quasi-explicit formulas for American options in a jump-diffusion model (Q1897669) (← links)
• An efficient numerical method for pricing American put options under the CEV model (Q2226255) (← links)
• The forward-path method for pricing multi-asset American-style options under general diffusion processes (Q2252387) (← links)
• Application of homotopy analysis method to option pricing under Lévy processes (Q2254307) (← links)
• A simple numerical method for pricing an American put option (Q2375408) (← links)
• CEV asymptotics of American options (Q2442980) (← links)
• Stochastic approximation methods for American type options (Q2807793) (← links)
• Boundary evolution equations for American options (Q2875727) (← links)
• A nonlinear partial differential equation for american options in the entire domain of the state variable (Q4378758) (← links)
• A new integral equation formulation for American put options (Q4554433) (← links)
• Generalized trapezoidal formulas for valuing American options (Q4831408) (← links)
• A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process (Q4923341) (← links)