Pages that link to "Item:Q5455556"
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The following pages link to Option pricing: A simplified approach (Q5455556):
Displaying 50 items.
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
- An introduction to general equilibrium with incomplete asset markets (Q909560) (← links)
- Weak convergence of random growth processes with applications to insurance (Q917204) (← links)
- Valuation of derivative securities involving several assets using discrete time methods (Q919967) (← links)
- Non-uniqueness of option prices (Q921793) (← links)
- A binomial model for valuing equity-linked policies embedding surrender options (Q931165) (← links)
- Valuation of life insurance surrender and exchange options (Q931172) (← links)
- Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies (Q931193) (← links)
- Vector majorization and a robust option replacement trading strategy (Q931422) (← links)
- Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
- A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
- The method of fundamental solutions for solving options pricing models (Q945379) (← links)
- The prediction risk for the development of mortality -- can it be minimized by an appropriate portfolio composition? (Q949438) (← links)
- Convergence analysis of a monotonic penalty method for American option pricing (Q950483) (← links)
- Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396) (← links)
- A multiperiod binomial model for pricing options in a vague world (Q951501) (← links)
- Option pricing with transaction costs using a Markov chain approximation (Q951502) (← links)
- The American put under transactions costs (Q951505) (← links)
- Pricing American Asian options with higher moments in the underlying distribution (Q953394) (← links)
- Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically (Q953654) (← links)
- European option pricing and hedging with both fixed and proportional transaction costs (Q956487) (← links)
- Computation of reservation prices of options with proportional transaction costs (Q956510) (← links)
- Properties of equilibrium asset prices under alternative learning schemes (Q959726) (← links)
- A robust finite difference scheme for pricing American put options with singularity-separating method (Q964214) (← links)
- An improved combinatorial approach for pricing Parisian options (Q965783) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- A model for pricing real estate derivatives with stochastic interest rates (Q969871) (← links)
- On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- The pricing and optimal strategies of callable warrants (Q976411) (← links)
- No-arbitrage conditions, scenario trees, and multi-asset financial optimization (Q976498) (← links)
- Valuation of project portfolios: an endogenously discounted method (Q976505) (← links)
- Mean exit time and survival probability within the CTRW formalism (Q978813) (← links)
- Statistical regularities in the return intervals of volatility (Q978840) (← links)
- Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (Q984281) (← links)
- Predictability and unpredictability in financial markets (Q992162) (← links)
- Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) (Q992724) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- Adaptive lattice methods for multi-asset models (Q1004678) (← links)
- An efficient method for option pricing with discrete dividend payment (Q1004745) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- A software architecture framework for on-line option pricing (Q1009366) (← links)
- Adaptive placement method on pricing arithmetic average options (Q1025615) (← links)
- On improving the least squares Monte Carlo option valuation method (Q1025618) (← links)
- Implied recovery (Q1032681) (← links)
- Pricing American barrier options with discrete dividends by binomial trees (Q1037388) (← links)
- Computationally simple lattice methods for option and bond pricing (Q1037392) (← links)
- Option pricing under the Merton model of the short rate (Q1037800) (← links)
- A fuzzy pay-off method for real option valuation (Q1040024) (← links)
