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

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+Binomial valuation of lookback options
@@ Property / cites work: Binomial valuation of lookback options / rank @@
+Normal rank
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+Q4496110
@@ Property / cites work: Q4496110 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3344749
@@ Property / cites work: Q3344749 / rank @@
+Normal rank
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+Equivalence of Linear Complementarity Problems and Linear Programs in Vector Lattice Hilbert Spaces
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+Q4365245
@@ Property / cites work: Q4365245 / rank @@
+Normal rank
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+Variational inequalities and the pricing of American options
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+The pricing of the American option
@@ Property / cites work: The pricing of the American option / rank @@
+Normal rank