Valuation of European continuous-installment options (Q660913): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.camwa.2011.04.073
+Normal rank
@@ Property / OpenAlex ID @@
+W2071516839
@@ Property / OpenAlex ID: W2071516839 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing, no-arbitrage bounds and robust hedging of instalment options
+Normal rank
@@ Property / cites work @@
+A dynamic programming approach to price installment options
+Normal rank
@@ Property / cites work @@
+Valuation of American continuous-installment options
+Normal rank
@@ Property / cites work @@
+LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS
@@ Property / cites work: LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS / rank @@
+Normal rank
@@ Property / cites work @@
+Installment options close to expiry
@@ Property / cites work: Installment options close to expiry / rank @@
+Normal rank
@@ Property / cites work @@
+Valuing continuous-installment options
@@ Property / cites work: Valuing continuous-installment options / rank @@
+Normal rank
@@ Property / cites work @@
+American Continuous-Installment Options: Valuation and Premium Decomposition
+Normal rank
@@ Property / cites work @@
+Instalment Options: A Closed-Form Solution and the Limiting Case
+Normal rank
@@ Property / cites work @@
+Brownian agents and active particles. Collective dynamics in the natural and social sciences. With a foreword by J. Doyne Farmer.
+Normal rank
@@ Property / cites work @@
+Towards a mathematical theory of complex socio-economical systems by functional subsystems representation
+Normal rank
@@ Property / cites work @@
+Conservation laws and asymptotic behavior of a model of social dynamics
+Normal rank
@@ Property / cites work @@
+ON THE EXISTENCE OF LIMIT CYCLES IN OPINION FORMATION PROCESSES UNDER TIME PERIODIC INFLUENCE OF PERSUADERS
+Normal rank
@@ Property / cites work @@
+MATHEMATICAL ANALYSIS AND NUMERICAL METHODS FOR A PARTIAL DIFFERENTIAL EQUATIONS MODEL GOVERNING A RATCHET CAP PRICING IN THE LIBOR MARKET MODEL
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping and the American Put
@@ Property / cites work: Optimal Stopping and the American Put / rank @@
+Normal rank
@@ Property / cites work @@
+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
+Normal rank
@@ Property / cites work @@
+Free boundary problem for the heat equation with applications to problems of change of phase. I. General method of solution
+Normal rank
@@ Property / cites work @@
+On optimal stopping and free boundary problems
@@ Property / cites work: On optimal stopping and free boundary problems / rank @@
+Normal rank
@@ Property / cites work @@
+A fast high-order finite difference algorithm for pricing American options
+Normal rank
@@ Property / cites work @@
+Number of paths versus number of basis functions in American option pricing
+Normal rank