The following pages link to (Q4356580):
Displaying 15 items.
- An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
- Fractional functional with two occurrences of integrals and asymptotic optimal change of drift in the Black-Scholes model (Q890155) (← links)
- Adaptive lattice methods for multi-asset models (Q1004678) (← links)
- Statistical mechanics of financial markets: exponential modifications to Black-Scholes. (Q1597172) (← links)
- A `moving index' method for the solution of the American options valuation problem (Q1840903) (← links)
- Improving projected successive overrelaxation method for linear complementarity problems (Q1873163) (← links)
- Valuing American options by simulation: a BSDEs approach (Q2228772) (← links)
- New insights on testing the efficiency of methods of pricing and hedging American options (Q2456420) (← links)
- Statistical Romberg extrapolation: a new variance reduction method and applications to option pricing (Q2496505) (← links)
- A comparison study of explicit and implicit numerical methods for the equity-linked securities (Q2788838) (← links)
- NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES (Q3043609) (← links)
- <i>A posteriori</i>error analysis for parabolic variational inequalities (Q3507064) (← links)
- High‐performance numerical pricing methods (Q4790862) (← links)
- Numerical Method for Model-free Pricing of Exotic Derivatives in Discrete Time Using Rough Path Signatures (Q5108927) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
