Pages that link to "Item:Q5455556"
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The following pages link to Option pricing: A simplified approach (Q5455556):
Displayed 50 items.
- 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)
- A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
- On pricing arithmetic average reset options with multiple reset dates in a lattice framework (Q633988) (← links)
- An analytic valuation method for multivariate contingent claims with regime-switching volatilities (Q635506) (← links)
- Real options pricing by the finite element method (Q639116) (← links)
- A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
- Characteristic functions and option valuation in a Markov chain market (Q651452) (← links)
- Convex analysis in financial mathematics (Q654112) (← links)
- Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model (Q659140) (← links)
- Quantile hedging for guaranteed minimum death benefits (Q659169) (← links)
- A recombining lattice option pricing model that relaxes the assumption of lognormality (Q660165) (← links)
- Bounding contingent claim prices via hedging strategy with coherent risk measures (Q662867) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- Pricing real estate index options by compactly supported radial-polynomial basis point interpolation (Q679600) (← links)
- Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums (Q689560) (← links)
- Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
- A discrete-time algorithm for pricing double barrier options. (Q698352) (← links)
- An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- DG framework for pricing European options under one-factor stochastic volatility models (Q724549) (← links)
- Optimal hedging strategies in equity-linked products (Q724551) (← links)
- The quintessential option pricing formula under Lévy processes (Q735135) (← links)
- Approximating stochastic volatility by recombinant trees (Q744390) (← links)
- Valuation of American partial barrier options (Q744405) (← links)
- Risk-adjusted martingales and the design of ``indifference'' gambles (Q763347) (← links)
- Pricing American options with uncertain volatility through stochastic linear complementarity models (Q763392) (← links)
- Optimal hedging and pricing of equity-linked life insurance contracts in a discrete-time incomplete market (Q764421) (← links)
- Price taking behavior and trading in options (Q789290) (← links)
- A binomial contingent claims model for valuing risky ventures (Q803013) (← links)
- Option prices under generalized pricing kernels (Q812143) (← links)
- Decision analysis and real options: a discrete time approach to real option valuation (Q816347) (← links)
- A generalized complementarity approach to solving real option problems (Q844678) (← links)
- Efficiently pricing European-Asian options-ultimate implementation and analysis of the AMO algorithm (Q845869) (← links)
- Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework (Q852278) (← links)
- Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)