Fast numerical valuation of American, exotic and complex options (Q4541537): Difference between revisions

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+https://doi.org/10.1080/135048697334809
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+W3125445564
@@ Property / OpenAlex ID: W3125445564 / rank @@
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@@ Property / cites work @@
+Binomial valuation of lookback options
@@ Property / cites work: Binomial valuation of lookback options / rank @@
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@@ Property / cites work @@
+Q4496110
@@ Property / cites work: Q4496110 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3344749
@@ Property / cites work: Q3344749 / rank @@
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@@ Property / cites work @@
+Equivalence of Linear Complementarity Problems and Linear Programs in Vector Lattice Hilbert Spaces
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@@ Property / cites work @@
+Q4365245
@@ Property / cites work: Q4365245 / rank @@
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@@ Property / cites work @@
+Variational inequalities and the pricing of American options
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@@ Property / cites work @@
+The pricing of the American option
@@ Property / cites work: The pricing of the American option / rank @@
+Normal rank