Pages that link to "Item:Q3395729"

The following pages link to American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729):

Displaying 16 items.

• Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
• Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
• Evaluation of American strangles (Q953735) (← links)
• Pricing American-style Parisian down-and-out call options (Q1735448) (← links)
• Exchange Options Under Jump-Diffusion Dynamics (Q2889586) (← links)
• AN IMPROVED MARKOV CHAIN APPROXIMATION METHODOLOGY: DERIVATIVES PRICING AND MODEL CALIBRATION (Q2941065) (← links)
• On the valuation of fader and discrete barrier options in Heston's stochastic volatility model (Q3005361) (← links)
• The homotopy perturbation method for the Black–Scholes equation (Q3070613) (← links)
• Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options (Q3189132) (← links)
• The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (Q3429332) (← links)
• American-style options in jump-diffusion models: estimation and evaluation (Q4554221) (← links)
• Valuation of American options under the CGMY model (Q4554225) (← links)
• LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184) (← links)
• American option pricing under the double Heston model based on asymptotic expansion (Q5234286) (← links)
• CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)
• The representation of American options prices under stochastic volatility and jump-diffusion dynamics (Q5746758) (← links)