The following pages link to (Q4863379):
Displaying 50 items.
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- Pricing European and American options with two stochastic factors: a highly efficient radial basis function approach (Q1994245) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates (Q2040431) (← links)
- On approximation of transition densities in calibration of 1-dimensional stochastic models of asset prices (Q2140956) (← links)
- On the valuation of variance swaps with stochastic volatility (Q2250184) (← links)
- Examples of analytical solutions by means of Mittag-Leffler function of fractional Black-Scholes option pricing equation (Q2260533) (← links)
- DG method for pricing European options under Merton jump-diffusion model. (Q2280454) (← links)
- First- and second-order necessary conditions via exact penalty functions (Q2349834) (← links)
- On Schrödinger type operators with unbounded coefficients: generation and heat kernel estimates (Q2351625) (← 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)
- The pricing of options for securities markets with delayed response (Q2372448) (← links)
- Valuation of American options by the gradient projection method (Q2379062) (← links)
- On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
- On inverse problems for strongly degenerate parabolic equations under the integral observation condition (Q2420927) (← links)
- Pricing options on investment project expansions under commodity price uncertainty (Q2423283) (← links)
- Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty (Q2465446) (← links)
- Parameter estimation approach to the free boundary for the pricing of an American call option (Q2475863) (← links)
- Almost sure optimal hedging strategy (Q2511561) (← links)
- PRICING EUROPEAN AND AMERICAN OPTIONS IN THE HESTON MODEL WITH ACCELERATED EXPLICIT FINITE DIFFERENCING METHODS (Q2841332) (← links)
- Rational Spectral Collocation Method for Pricing American Vanilla and Butterfly Spread Options (Q2942223) (← links)
- Preliminary group classification of $(2+1)$-dimensional linear ultraparabolic Kolmogorov - Fokker - Planck equations (Q2969563) (← links)
- Semismooth Newton methods for variational problems with inequality constraints (Q3058166) (← links)
- A Numerical Approach for the American Call Option Pricing Model (Q3075297) (← links)
- (Q3119570) (← links)
- A long time asymptotic behavior of the free boundary for an American put (Q3182581) (← links)
- Active-Set Reduced-Space Methods with Nonlinear Elimination for Two-Phase Flow Problems in Porous Media (Q3186108) (← links)
- OPTIMAL DIVIDEND POLICY AND STOCK PRICES (Q3304212) (← links)
- <i>A posteriori</i>error analysis for parabolic variational inequalities (Q3507064) (← links)
- (Q4242780) (← links)
- Variational Analysis for the Black and Scholes Equation with Stochastic Volatility (Q4423060) (← links)
- Optimal exercise boundary for an American put option (Q4541557) (← links)
- A hybrid method for pricing European options based on multiple assets with transaction costs (Q4541569) (← links)
- A Comparison Between Different Numerical Schemes for the Valuation of Unit-Linked Contracts Embedding a Surrender Option (Q4561898) (← links)
- DENSITY FUNCTIONALS, WITH AN OPTION-PRICING APPLICATION (Q4561981) (← links)
- Numerical Analysis of Novel Finite Difference Methods (Q4626501) (← links)
- Implicit-Explicit Schemes for European Option Pricing with Liquidity Shocks (Q4626504) (← links)
- Alternating Direction Explicit Methods for Linear, Nonlinear and Multi-Dimensional Black-Scholes Models (Q4626512) (← links)
- Group Classification of a Class of Kolmogorov Equations with Time-Dependent Coefficients (Q4642292) (← links)
- One-state variable binomial models for European-/American-style geometric Asian options (Q4647271) (← links)
- Evaluation of double average asian options by the legendre spectral method (Q4656198) (← links)
- ADI Schemes for Pricing American Options under the Heston Model (Q4682480) (← links)
- American options on assets with dividends near expiry (Q4795994) (← links)
- Two extensions to barrier option valuation (Q4994406) (← links)
- PDE Models for Pricing Stocks and Options With Memory Feedback (Q4994407) (← links)
- Lookback options with discrete and partial monitoring of the underlying price (Q4994409) (← links)
- PRICING AMERICAN OPTIONS WITH THE RUNGE–KUTTA–LEGENDRE FINITE DIFFERENCE SCHEME (Q5010071) (← links)
- Optimal and Simple, Nearly Optimal Rules for Minimizing the Probability Of Financial Ruin in Retirement (Q5018740) (← links)
- Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
