The following pages link to (Q4349551):
Displaying 50 items.
- An accurate European option pricing model under fractional stable process based on Feynman path integral (Q2150099) (← links)
- A numerical method for pricing discrete double barrier option by Chebyshev polynomials (Q2184388) (← links)
- Error estimates for backward Euler finite element approximations of American call option valuation (Q2206646) (← links)
- Approach to the Delta Greek of nonlinear Black-Scholes equation governing European options (Q2237909) (← links)
- An improvement of an analytical approximation method for American options (Q2247338) (← links)
- New methods with capped options for pricing American options (Q2336196) (← links)
- Pricing American interest rate option on zero-coupon bond numerically (Q2369207) (← links)
- Optimal policies of call with notice period requirement (Q2372258) (← links)
- Convergence of the trinomial tree method for pricing European/American options (Q2381353) (← links)
- Convergence analysis of power penalty method for American bond option pricing (Q2393070) (← links)
- Efficient and fast numerical method for pricing discrete double barrier option by projection method (Q2401999) (← links)
- A numerical method for pricing discrete double barrier option by Legendre multiwavelet (Q2406310) (← links)
- Some analysis of Tikhonov regularization for the inverse problem of option pricing in the price-dependent case (Q2492071) (← links)
- Adomian decomposition method for solving the diffusion-convection-reaction equations (Q2497856) (← links)
- Option valuation by using discrete singular convolution (Q2570721) (← links)
- On convergence of a semi-analytical method for American option pricing (Q2577164) (← links)
- A new approach for pricing discounted American options (Q2656825) (← links)
- Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
- A numerical method to price discrete double Barrier options under a constant elasticity of variance model with jump diffusion (Q2804029) (← links)
- A high-order compact method for nonlinear Black–Scholes option pricing equations of American options (Q2885511) (← links)
- On a Numerical Approximation Scheme for Construction of the Early Exercise Boundary for a Class of Nonlinear Black–Scholes Equations (Q2905429) (← links)
- Well-posed and ill-posed situations in option pricing problems when the volatility is purely time-dependent (Q2955293) (← links)
- COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867) (← links)
- Upper and Lower I/O Bounds for Pebbling r-Pyramids (Q3000499) (← links)
- NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES (Q3043609) (← links)
- Modellierung derivater Finanzinstrumente (Q3057921) (← links)
- SOLVING THE ASIAN OPTION PDE USING LIE SYMMETRY METHODS (Q3067163) (← links)
- Embedding the Vasicek model into the Cox-Ingersoll-Ross model (Q3067817) (← links)
- Modified Landweber Iteration in Banach Spaces—Convergence and Convergence Rates (Q3068651) (← links)
- A Numerical Approach for the American Call Option Pricing Model (Q3075297) (← links)
- Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) (← links)
- Study of the risk-adjusted pricing methodology model with methods of geometrical analysis (Q3108366) (← links)
- Monte Carlo construction of hedging strategies against multi-asset European claims (Q3148777) (← links)
- Approximate ordinary differential equations for the optimal exercise boundaries of American put and call options (Q3189132) (← links)
- High Performance Implementation of Binomial Option Pricing (Q3512521) (← links)
- AVERAGE OPTIONS FOR JUMP DIFFUSION MODELS (Q3566764) (← links)
- A second-order Nyström-type discretization for the early-exercise curve of American put options (Q3636734) (← links)
- Some aspects of parameter identification in a mean reverting financial asset model with time-dependent volatility (Q3636735) (← links)
- Nonlinearities in Financial Engineering (Q3654706) (← links)
- A PDE approach to risk measures of derivatives (Q4541597) (← links)
- Nonlinear Parabolic Equations Arising in Mathematical Finance (Q4626488) (← links)
- Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
- (Q4627085) (← links)
- Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
- One-state variable binomial models for European-/American-style geometric Asian options (Q4647271) (← links)
- PRICING OF THE AMERICAN PUT UNDER LÉVY PROCESSES (Q4653014) (← links)
- INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS (Q4683923) (← links)
- American options on assets with dividends near expiry (Q4795994) (← links)
- (Q4866630) (← links)
- VERTEX ISOPERIMETRIC PARAMETER OF A COMPUTATION GRAPH (Q4902887) (← links)
