Pages that link to "Item:Q5455556"
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The following pages link to Option pricing: A simplified approach (Q5455556):
Displaying 50 items.
- A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924) (← links)
- The optimal-drift model: an accelerated binomial scheme (Q1936831) (← links)
- Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations (Q1938899) (← links)
- Direct computation for American put option and free boundary using finite difference method (Q1943082) (← links)
- Purchasing decisions under stochastic prices: approximate solutions for order time, order quantity and supplier selection (Q1945085) (← links)
- Accurate numerical method for pricing two-asset American put options (Q1951059) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- The random-time binomial model (Q1960552) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
- Regime switching in foreign exchange rates: Evidence from currency option prices (Q1969822) (← links)
- Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies (Q1974042) (← links)
- A discrete stochastic model for investment with an application to the transaction costs case (Q1975171) (← links)
- The optimal discretization of probability density functions (Q1978423) (← links)
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- The waterline tree for separable local-volatility models (Q2013448) (← links)
- Richter's local limit theorem and Black-Scholes type formulas (Q2251714) (← links)
- Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) (← links)
- Evaluating corporate bonds with complicated liability structures and bond provisions (Q2254005) (← links)
- A comparison of regime-switching temperature modeling approaches for applications in weather derivatives (Q2255974) (← links)
- Weak Galerkin finite element method for valuation of American options (Q2259116) (← links)
- Financial economics without probabilistic prior assumptions (Q2343120) (← links)
- Pricing Parisian down-and-in options (Q2344418) (← links)
- Discrete Malliavin calculus and computations of Greeks in the binomial tree (Q2356101) (← links)
- Power penalty method for a linear complementarity problem arising from American option valuation (Q2370044) (← links)
- Compact finite difference method for American option pricing (Q2370586) (← links)
- A simple numerical method for pricing an American put option (Q2375408) (← links)
- Investments in EOP-technologies and emissions trading - results from a linear programming approach and sensitivity analysis (Q2378487) (← links)
- Valuation of American options by the gradient projection method (Q2379062) (← links)
- American option pricing with imprecise risk-neutral probabilities (Q2379326) (← links)
- Convergence of the trinomial tree method for pricing European/American options (Q2381353) (← links)
- Project options valuation with net present value and decision tree analysis (Q2383132) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- Discrete time modeling of mean-reverting stochastic processes for real option valuation (Q2384621) (← links)
- Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
- A real option approach for investment opportunity valuation (Q2397567) (← links)
- Pricing mining concessions based on combined multinomial pricing model (Q2398570) (← links)
- Option pricing using a computational method based on reproducing kernel (Q2406304) (← links)
- Discrete-time local risk minimization of payment processes and applications to equity-linked life-insurance contracts (Q2427802) (← links)
- A unified approach to portfolio optimization with linear transaction costs (Q2433238) (← links)
- A flexible tree for evaluating guaranteed minimum withdrawal benefits under deferred life annuity contracts with various provisions (Q2442519) (← links)
- Spectral binomial tree: new algorithms for pricing barrier options (Q2448315) (← links)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- An adaptive averaging binomial method for option valuation (Q2450702) (← links)
- On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)
- New insights on testing the efficiency of methods of pricing and hedging American options (Q2456420) (← links)
- The effects of changing margin levels on futures options price (Q2461310) (← links)
- The capital cost of holding inventory with stochastically mean-reverting purchase price (Q2462156) (← links)
- Moment explosions in stochastic volatility models (Q2463702) (← links)
- Smooth convergence in the binomial model (Q2463704) (← links)
