Pages that link to "Item:Q5455556"
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The following pages link to Option pricing: A simplified approach (Q5455556):
Displaying 50 items.
- 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)
- Call completeness implies completeness in the \(n\)-period model of a financial market (Q854278) (← links)
- The solution of fuzzy linear systems by nonlinear programming: a financial application (Q856312) (← links)
- A discrete Itō calculus approach to He's framework for multi-factor discrete markets (Q867695) (← links)
- Convergence of the binomial tree method for Asian options in jump-diffusion models (Q874917) (← links)
- Optimal stopping made easy (Q878006) (← links)
- Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (Q878048) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- A comparison of lattice based option pricing models on the rate of convergence (Q879530) (← links)
- On pricing lookback options under the CEV process (Q882493) (← links)
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- An accurate binomial model for pricing American Asian option (Q890640) (← links)
- Weak convergence of equity derivatives pricing with default risk (Q893958) (← links)
- New fuzzy insurance pricing method for giga-investment project insurance (Q896206) (← links)
- Asymptotic proportion of arbitrage points in fractional binary markets (Q901293) (← links)
- Bounds for path-dependent options (Q902179) (← links)
- Arbitrage in markets with bid-ask spreads. The fundamental theorem of asset pricing in finite discrete time markets with bid-ask spreads and a money account (Q902181) (← links)
