Homotopy analysis method for option pricing under stochastic volatility (Q550482): Difference between revisions

@@ 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 @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Q4509488
@@ Property / cites work: Q4509488 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Q5643279
@@ Property / cites work: Q5643279 / rank @@
+Normal rank
@@ Property / cites work @@
+Numerically solving nonlinear problems by the homotopy analysis method
+Normal rank
@@ Property / cites work @@
+An exact and explicit solution for the valuation of American put options
+Normal rank
@@ Property / cites work @@
+An explicit series approximation to the optimal exercise boundary of American put options
+Normal rank
@@ Property / cites work @@
+Asymptotic option pricing under the CEV diffusion
@@ Property / cites work: Asymptotic option pricing under the CEV diffusion / rank @@
+Normal rank