Pages that link to "Item:Q5455556"
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The following pages link to Option pricing: A simplified approach (Q5455556):
Displayed 50 items.
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- On dynamic investment strategies (Q1583162) (← links)
- A modified binomial tree method for currency lookback options (Q1586084) (← links)
- On the option pricing for a generalization of the binomial model (Q1586594) (← links)
- Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (Q1591779) (← links)
- Option pricing for stable and infinitely divisible asset returns (Q1596868) (← links)
- Binomial option pricing with nonidentically distributed returns and its implications (Q1596873) (← links)
- Statistical mechanics of financial markets: exponential modifications to Black-Scholes. (Q1597172) (← links)
- A quasi-radial basis functions method for American options pricing. (Q1609116) (← links)
- Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex (Q1621900) (← links)
- Parameter estimation and inference in dynamic systems described by linear partial differential equations (Q1622073) (← links)
- Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514) (← links)
- Computation of Greeks using binomial trees in a jump-diffusion model (Q1623987) (← links)
- The analytical solution for the Black-Scholes equation with two assets in the Liouville-Caputo fractional derivative sense (Q1634384) (← links)
- Asynchronous iterations of parareal algorithm for option pricing models (Q1649119) (← links)
- Using a meshless kernel-based method to solve the Black-Scholes variational inequality of American options (Q1655400) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- Valuation of American strangles through an optimized lower-upper bound approach (Q1655917) (← links)
- Local volatility and the recovery rate of credit default swaps (Q1657603) (← links)
- Path integration for real options (Q1664189) (← links)
- Microstructure models with short-term inertia and stochastic volatility (Q1665369) (← links)
- Multi-purpose binomial model: fitting all moments to the underlying geometric Brownian motion (Q1670205) (← links)
- Closed-form optimal strategies of continuous-time options with stochastic differential equations (Q1674900) (← links)
- Fast quadrature methods for options with discrete dividends (Q1675932) (← links)
- New definitions of mean value and variance of fuzzy numbers: an application to the pricing of life insurance policies and real options (Q1679653) (← links)
- On the methods of pricing American options: case study (Q1703539) (← links)
- Pricing down-and-out power options with exponentially curved barrier (Q1713232) (← links)
- Randomized binomial tree and pricing of American-style options (Q1718063) (← links)
- Cubic spline method for a generalized Black-Scholes equation (Q1718497) (← links)
- Canonical least-squares Monte Carlo valuation of American options: convergence and empirical pricing analysis (Q1719097) (← links)
- Design of positive, negative, and alternating sign generalized logistic maps (Q1723415) (← links)
- Super-replication with fixed transaction costs (Q1737955) (← links)
- A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
- Pricing of Islamic deposit insurance (Q1741760) (← links)
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432) (← links)
- Option pricing with Mellin transforms (Q1764950) (← links)
- Take-or-pay contract valuation under price and private uncertainty (Q1776676) (← links)
- New measure selection for Hunt-Devolder semi-Markov regime switching interest rate models (Q1782903) (← links)
- Fast binomial procedures for pricing Parisian/ParAsian options (Q1789619) (← links)
- Fuzzy pay-off method for real options: the center of gravity approach with application in oilfield abandonment (Q1795390) (← links)
- Binomial trees as dynamical systems (Q1841409) (← links)
- Quantum finance (Q1847472) (← links)
- On infinite-horizon minimum-cost hedging under cone constraints (Q1853196) (← links)
- Utility based option evaluation with proportional transaction costs (Q1853219) (← links)
- Option prices under Bayesian learning: implied volatility dynamics and predictive densities (Q1853221) (← links)
- An algorithm for solving bond pricing problem. (Q1855661) (← links)
- An improved simulation method for pricing high-dimensional American derivatives. (Q1873029) (← links)
- Contingent claims on assets with conversion costs. (Q1873082) (← links)
- A Black-Scholes Schrödinger option price: `bit' versus `qubit' (Q1873961) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)