Pages that link to "Item:Q4294297"
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The following pages link to Some mathematical results in the pricing of American options (Q4294297):
Displayed 19 items.
- Computation and sensitivity analysis of the pricing of American call options (Q2493775) (← links)
- Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods (Q2507719) (← links)
- Augmented Lagrangian method applied to American option pricing (Q2507936) (← links)
- Numerical methods to solve PDE models for pricing business companies in different regimes and implementation in GPUs (Q2513556) (← links)
- A stochastic delay model for pricing debt and equity: numerical techniques and applications (Q2513817) (← links)
- A dynamic programming approach to price installment options (Q2570163) (← links)
- Monte Carlo methods for pricing financial options (Q2571446) (← links)
- Lattice Boltzmann method for the generalized Black-Scholes equation (Q2690052) (← links)
- Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
- Recent Advances in Numerical Solution of HJB Equations Arising in Option Pricing (Q2942193) (← links)
- Finite volume methods for the valuation of American options (Q3428051) (← links)
- A nonlinear partial differential equation for american options in the entire domain of the state variable (Q4378758) (← links)
- A backward Monte Carlo approach to exotic option pricing (Q4575277) (← links)
- Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
- INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS (Q4683923) (← links)
- An integration preconditioning method for solving option pricing problems (Q5031225) (← links)
- Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)
- Shout options: A framework for pricing contracts which can be modified by the investor (Q5946736) (← links)
- A high-order deferred correction method for the solution of free boundary problems using penalty iteration, with an application to American option pricing (Q6133000) (← links)