Pages that link to "Item:Q5455556"
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The following pages link to Option pricing: A simplified approach (Q5455556):
Displaying 50 items.
- The pricing of lookback options and binomial approximation (Q272213) (← links)
- Bernstein's inequalities and their extensions for getting the Black-Scholes option pricing formula (Q273845) (← links)
- Robust option pricing: Hannan and Blackwell meet Black and Scholes (Q281366) (← links)
- A stochastic semidefinite programming approach for bounds on option pricing under regime switching (Q285991) (← links)
- Implied basket correlation dynamics (Q308412) (← links)
- Time (in)consistency and real options: much ado about nothing? (Q309849) (← links)
- A copula-based approach for generating lattices (Q315036) (← links)
- Convergence rate of free boundary of numerical scheme for American option (Q316892) (← links)
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Dynamic portfolio optimization with transaction costs and state-dependent drift (Q319244) (← links)
- Valuation of employee stock options using the exercise multiple approach and life tables (Q320251) (← links)
- An improved method for pricing and hedging long dated American options (Q323396) (← links)
- Binary tree pricing to convertible bonds with credit risk under stochastic interest rates (Q369835) (← links)
- American stochastic volatility call option pricing: a lattice based approach (Q375256) (← links)
- Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
- A lattice model for option pricing under GARCH-jump processes (Q385653) (← links)
- Stochastic differential utility as the continuous-time limit of recursive utility (Q402100) (← links)
- Two-state volatility transition pricing and hedging of TXO options (Q429529) (← links)
- Upper and lower I/O bounds for pebbling \(r\)-pyramids (Q450538) (← links)
- Analytic solution for American barrier options with two barriers (Q458329) (← links)
- Option valuation by a self-exciting threshold binomial model (Q462735) (← links)
- The optimal harvesting problem under price uncertainty (Q490173) (← links)
- Geometric stopping of a random walk and its applications to valuing equity-linked death benefits (Q495497) (← links)
- Pricing guaranteed minimum/lifetime withdrawal benefits with various provisions under investment, interest rate and mortality risks (Q495504) (← links)
- Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
- Chapman-Kolmogorov lattice method for derivatives pricing (Q505800) (← links)
- Using spectral element method to solve variational inequalities with applications in finance (Q508514) (← links)
- Radial basis functions method for valuing options: a multinomial tree approach (Q515756) (← links)
- A fixed point method for the linear complementarity problem arising from American option pricing (Q519227) (← links)
- The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- A comparison of fuzzy regression methods for the estimation of the implied volatility smile function (Q529267) (← links)
- Limitations and improvements of standard spectral methods for pricing standard options (Q531074) (← links)
- A robust and accurate finite difference method for a generalized Black-Scholes equation (Q544200) (← links)
- Exotic European options with restrictions on the payoffs (Q544689) (← links)
- Pricing cliquet options by tree methods (Q545527) (← links)
- A spectral-collocation method for pricing perpetual American puts with stochastic volatility (Q547966) (← links)
- On the construction and complexity of the bivariate lattice with stochastic interest rate models (Q552270) (← links)
- Efficient pricing of discrete Asian options (Q555398) (← links)
- Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
- Some possible stock price distributions under incompleteness of the market (Q596973) (← links)
- A multiobjective fuzzy stopping in a stochastic and fuzzy environment (Q597378) (← links)
- Pricing equity-indexed annuities under stochastic interest rates using copulas (Q609713) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering (Q613824) (← links)
- A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
- Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods (Q622185) (← links)
- Optimal voting rules for two-member tenure committees (Q622586) (← links)
- Diffusion approximations of the geometric Markov renewal processes and option price formulas (Q628848) (← links)
- A network of options: evaluating complex interdependent decisions under uncertainty (Q633325) (← links)
