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 50 items.
- Operator splitting methods for American option pricing. (Q1767129) (← links)
- Differential quadrature domain decomposition method for a class of parabolic equations (Q1770697) (← links)
- A cubic B-spline collocation method for a numerical solution of the generalized Black-Scholes equation (Q1933924) (← links)
- The spillover effects of biofuel policy on participation in the conservation reserve program (Q1994276) (← links)
- Numerical approximation of a time-fractional Black-Scholes equation (Q1999677) (← links)
- Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme (Q2004605) (← links)
- Quintic B-spline collocation approach for solving generalized Black-Scholes equation governing option pricing (Q2006103) (← links)
- A preconditioned two-step modulus-based matrix splitting iteration method for linear complementarity problem (Q2008851) (← links)
- On comparative analysis for the Black-Scholes model in the generalized fractional derivatives sense via Jafari transform (Q2064440) (← links)
- An efficient method for solving fractional Black-Scholes model with index and exponential decay kernels (Q2086466) (← links)
- A second order numerical method for the time-fractional Black-Scholes European option pricing model (Q2088801) (← links)
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- An adaptive moving mesh method for a time-fractional Black-Scholes equation (Q2142034) (← links)
- A sixth order numerical method and its convergence for generalized Black-Scholes PDE (Q2175832) (← links)
- A fourth order numerical method based on B-spline functions for pricing Asian options (Q2197862) (← links)
- An integral equation representation approach for valuing Russian options with a finite time horizon (Q2198865) (← links)
- Error estimates for backward Euler finite element approximations of American call option valuation (Q2206646) (← links)
- Generalized lower-order penalty algorithm for solving second-order cone mixed complementarity problems (Q2222129) (← links)
- A power penalty approach to a nonlinear complementarity problem (Q2270328) (← links)
- Bounds on short cylinders and uniqueness in Cauchy problem for degenerate Kolmogorov equations (Q2272034) (← links)
- An interior penalty method for a large-scale finite-dimensional nonlinear double obstacle problem (Q2295323) (← links)
- A robust spline collocation method for pricing American put options (Q2296452) (← links)
- Pricing stock loans with the CGMY model (Q2296547) (← links)
- Sharp error estimate for implicit finite element scheme for American put option (Q2313312) (← links)
- A new higher order compact finite difference method for generalised Black-Scholes partial differential equation: European call option (Q2315945) (← links)
- A finite difference moving mesh method based on conservation for moving boundary problems (Q2349536) (← links)
- Optimal impulse control for a multidimensional cash management system with generalized cost functions (Q2378465) (← links)
- Convergence of the trinomial tree method for pricing European/American options (Q2381353) (← links)
- A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation (Q2403726) (← links)
- Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
- An upwind finite difference method for a nonlinear Black-Scholes equation governing European option valuation under transaction costs (Q2453260) (← links)
- The American straddle close to expiry (Q2472118) (← links)
- The valuation of unit-linked policies with or without surrender options (Q2483949) (← links)
- 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)