The following pages link to (Q2771101):
Displayed 5 items.
- Valuing American options under the CEV model by Laplace-Carson transforms (Q613360) (← links)
- American Parisian options (Q881414) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) (← links)