Pages that link to "Item:Q3115958"
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The following pages link to Pricing American-Style Derivatives with European Call Options (Q3115958):
Displayed 6 items.
- An improved method for pricing and hedging long dated American options (Q323396) (← links)
- Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294) (← links)
- Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity (Q2917427) (← links)
- THE EARLY EXERCISE PREMIUM IN AMERICAN OPTIONS BY USING NONPARAMETRIC REGRESSIONS (Q4555849) (← links)
- Pricing double-barrier option with processes depending on various states of the economy (Q5046814) (← links)
- A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)