Calibration to American options: numerical investigation of the de-Americanization method (Q4554482): Difference between revisions

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+Barbara I. Wohlmuth
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+Computational Methods for Option Pricing
@@ Property / cites work: Computational Methods for Option Pricing / rank @@
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+A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE
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+Multigrid for American option pricing with stochastic volatility
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+Publication:4554482