Valuing American options under the CEV model by Laplace-Carson transforms (Q613360): Difference between revisions

@@ Property / DOI @@
-.1016/j.orl.2010.07.006
@@ Property / DOI: 10.1016/j.orl.2010.07.006 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.orl.2010.07.006
+Normal rank
@@ Property / OpenAlex ID @@
+W1976875762
@@ Property / OpenAlex ID: W1976875762 / rank @@
+Normal rank
@@ Property / cites work @@
+Randomization and the American Put
@@ Property / cites work: Randomization and the American Put / rank @@
+Normal rank
@@ Property / cites work @@
+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
+Normal rank
@@ Property / cites work @@
+Pricing American options when asset prices jump
@@ Property / cites work: Pricing American options when asset prices jump / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing and Hedging Path-Dependent Options Under the CEV Process
+Normal rank
@@ Property / cites work @@
+Q2771101
@@ Property / cites work: Q2771101 / rank @@
+Normal rank
@@ Property / cites work @@
+The Valuation of American Options for a Class of Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Valuing finite-lived Russian options
@@ Property / cites work: Valuing finite-lived Russian options / rank @@
+Normal rank
@@ Property / cites work @@
+Revisit of stochastic mesh method for pricing American options
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian quadrature formulas for the numerica l integration of Bromwich's integral and the inversion of the Laplace transform
+Normal rank
@@ Property / cites work @@
+Q3259158
@@ Property / cites work: Q3259158 / rank @@
+Normal rank
@@ Property / cites work @@
+An Artificial Boundary Method for American Option Pricing under the CEV Model
+Normal rank
@@ Property / DOI @@
+.1016/J.ORL.2010.07.006
@@ Property / DOI: 10.1016/J.ORL.2010.07.006 / rank @@
+Normal rank