Pricing American options with uncertain volatility through stochastic linear complementarity models (Q763392): Difference between revisions

@@ Property / DOI @@
-.1007/s10589-010-9344-4
@@ Property / DOI: 10.1007/s10589-010-9344-4 / rank @@
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+https://doi.org/10.1007/s10589-010-9344-4
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+W2098930751
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@@ Property / cites work @@
+Introduction to Stochastic Programming
@@ Property / cites work: Introduction to Stochastic Programming / 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 @@
+Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
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+Robust solution of monotone stochastic linear complementarity problems
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+Multigrid for American option pricing with stochastic volatility
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+Option pricing: A simplified approach
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+Finite-Dimensional Variational Inequalities and Complementarity Problems
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+Sample-path solution of stochastic variational inequalities
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+Pricing American options with uncertain volatility through stochastic linear complementarity models
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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@@ Property / DOI @@
+.1007/S10589-010-9344-4
@@ Property / DOI: 10.1007/S10589-010-9344-4 / rank @@
+Normal rank