Pages that link to "Item:Q2757302"

The following pages link to Pricing American Stock Options by Linear Programming (Q2757302):

Displaying 15 items.

• An explicit finite difference approach to the pricing problems of perpetual Bermudan options (Q842831) (← links)
• A generalized complementarity approach to solving real option problems (Q844678) (← links)
• Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
• An irregular grid approach for pricing high-dimensional American options (Q952083) (← links)
• Fast and accurate calculation of American option prices (Q1715613) (← links)
• Valuation of American options by the gradient projection method (Q2379062) (← links)
• Augmented Lagrangian method applied to American option pricing (Q2507936) (← links)
• Financial valuation of guaranteed minimum withdrawal benefits (Q2507939) (← links)
• An approximate moving boundary method for American option pricing (Q2629646) (← links)
• SMOOTH UPPER BOUNDS FOR THE PRICE FUNCTION OF AMERICAN STYLE OPTIONS (Q4608116) (← links)
• Pricing equity options everywhere (Q4610276) (← links)
• CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (Q4796575) (← links)
• AN IMPLIED VOLATILITY MODEL DETERMINED BY CREDIT DEFAULT SWAPS (Q4902545) (← links)
• On the analytical–numerical valuation of the Bermudan and American options (Q5189715) (← links)
• Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)