Pages that link to "Item:Q3421829"

The following pages link to A NEW ANALYTICAL APPROXIMATION FORMULA FOR THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q3421829):

Displaying 31 items.

• A new exact solution for pricing European options in a two-state regime-switching economy (Q356242) (← links)
• Symmetry analysis of the option pricing model with dividend yield from financial markets (Q617015) (← links)
• A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
• A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
• A HODIE finite difference scheme for pricing American options (Q667962) (← links)
• Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
• Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
• Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050) (← links)
• Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172) (← links)
• Laplace transform method for pricing American CEV strangles option with two free boundaries (Q1727172) (← links)
• Finite maturity margin call stock loans (Q1785456) (← links)
• A Longstaff and Schwartz approach to the early election problem (Q1929895) (← links)
• An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
• Fast Laplace transform methods for the PDE system of Parisian and Parasian option pricing (Q2143475) (← links)
• A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← links)
• Semi-analytic valuation of stock loans with finite maturity (Q2198436) (← links)
• On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
• Optimal exercise of American puts with transaction costs under utility maximization (Q2247137) (← links)
• A simple approximation formula for calculating the optimal exercise boundary of American puts (Q2251757) (← links)
• Pricing Parisian down-and-in options (Q2344418) (← links)
• A simple numerical method for pricing an American put option (Q2375408) (← links)
• Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) (← links)
• Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
• COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867) (← links)
• CALCULATING THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS WITH AN APPROXIMATION FORMULA (Q3498243) (← links)
• Exercisability Randomization of the American Option (Q3518307) (← links)
• A new integral equation formulation for American put options (Q4554433) (← links)
• LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184) (← links)
• AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS (Q5369444) (← links)
• Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
• (Q6156181) (← links)