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 5 items.
- Shout options: A framework for pricing contracts which can be modified by the investor (Q5946736) (← links)
- Efficient numerical pricing of American options based on multiple shooting method: a PDE approach (Q6079793) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← 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)
- Pricing a resettable convertible bond based on decomposition method and PDE models (Q6197603) (← links)