The valuation of American barrier options using the decomposition technique (Q1583156): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Valuation of American Options on Multiple Assets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Randomization and the American Put / rank
 
Normal rank
Property / cites work
 
Property / cites work: ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5528194 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analytical Valuation of American-Style Asian Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and arbitrage in multiperiod securities markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales and stochastic integrals in the theory of continuous trading / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Stopping and the American Put / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4356598 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4905685 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast accurate binomial pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Reduction Method Applicable to Compound Option Formulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal stopping and free boundary problems / rank
 
Normal rank

Latest revision as of 16:52, 30 May 2024

scientific article
Language Label Description Also known as
English
The valuation of American barrier options using the decomposition technique
scientific article

    Statements