Numerical solution of an integral equation for perpetual Bermudan options (Q2921908): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1080/00207160.2013.817569
+Normal rank
@@ Property / OpenAlex ID @@
+W1995793258
@@ Property / OpenAlex ID: W1995793258 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Collocation Methods for Volterra Integral and Related Functional Differential Equations
+Normal rank
@@ Property / cites work @@
+The early exercise region for Bermudan options on two underlyings
+Normal rank
@@ Property / cites work @@
+Pricing of perpetual American and Bermudan options by binomial tree method
+Normal rank
@@ Property / cites work @@
+Q4359470
@@ Property / cites work: Q4359470 / rank @@
+Normal rank
@@ Property / cites work @@
+An explicit finite difference approach to the pricing problems of perpetual Bermudan options
+Normal rank