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- method for multi‐asset American option pricing under jump‐diffusion model 2024-01-05 Paper A front‐fixing method for American option pricing on zero‐coupon...10 bytes (18 words) - 01:58, 10 December 2023
- method for American option pricing 2016-07-06 Paper American Options Under Stochastic Volatility 2012-03-26 Paper Pricing American options when asset prices...10 bytes (16 words) - 01:49, 11 December 2023
- method for multi‐asset American option pricing under jump‐diffusion model 2024-01-05 Paper A front‐fixing method for American option pricing on zero‐coupon...10 bytes (16 words) - 01:58, 10 December 2023
- Publication Date of Publication Type PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING 2024-01-23...10 bytes (18 words) - 02:59, 13 December 2023
- Penalization Method for Pricing American Options 2019-02-28 Paper Numerical Study of Splitting Methods for American Option Valuation 2019-02-28 Paper A two-grid...10 bytes (18 words) - 18:47, 11 December 2023
- two-sided Margrabe American option with finite expiration 2018-03-02 Paper A bound on the value of a two-sided Margrabe infinite American option 2016-03-21 Paper...10 bytes (18 words) - 10:05, 7 October 2023
- Publication Type American option pricing under stochastic volatility: an efficient numerical approach 2010-05-10 Paper American option pricing under stochastic...10 bytes (16 words) - 09:27, 6 October 2023
- Publication Type American option pricing under stochastic volatility: an efficient numerical approach 2010-05-10 Paper American option pricing under stochastic...10 bytes (16 words) - 09:27, 6 October 2023
- Exercise Boundary Near Maturity for an American Option on Several Assets 2010-08-11 Paper On the American Option Value Near its Exercise Region 2009-03-31...10 bytes (16 words) - 14:46, 28 January 2024
- representation of American options prices under stochastic volatility and jump-diffusion dynamics 2014-02-08 Paper Representation of American Option Prices Under...10 bytes (16 words) - 09:35, 7 October 2023
- stochastic perturbation 2022-03-29 Paper Hedging error estimate of the american put option problem in jump-diffusion processes 2022-01-31 Paper Wealth investment...10 bytes (16 words) - 05:33, 7 October 2023
- BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET 2013-02-28 Paper Regularity of the free boundary for the American put option 2012-09-12 Paper...10 bytes (16 words) - 18:53, 6 October 2023
- Publication Date of Publication Type Simulated Greeks for American options 2023-06-20 Paper Option pricing with conditional GARCH models 2021-06-03 Paper...10 bytes (16 words) - 11:42, 7 October 2023
- high-order convergence of European option prices be achieved with common CRR-type binomial trees? 2017-01-13 Paper Option convergence rate with geometric...10 bytes (16 words) - 00:44, 25 September 2023
- error of the American option on a dividend-paying stock 2012-03-13 Paper https://portal.mardi4nfdi.de/entity/Q3655476 2010-01-07 Paper The American foreign...10 bytes (16 words) - 11:40, 7 October 2023
- regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm 2022-11-17 Paper European option pricing under...10 bytes (16 words) - 12:16, 6 October 2023
- Hedging of the European option in discrete time under transaction costs depending on time 2010-05-21 Paper Hedging of the European option in discrete time under...10 bytes (17 words) - 11:37, 24 September 2023
- pricing American better-of option on two assets 2020-10-20 Paper An efficient numerical method for the valuation of American multi-asset options 2020-10-15...10 bytes (16 words) - 13:54, 6 October 2023
- Pricing of American Options 2017-05-24 Paper Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option 2017-05-03...10 bytes (18 words) - 06:35, 7 October 2023
- Pricing of American Options 2017-05-24 Paper Application of radial basis function with L-stable Padé time marching scheme for pricing exotic option 2017-05-03...10 bytes (16 words) - 06:35, 7 October 2023
