Pages that link to "Item:Q4294297"
From MaRDI portal
The following pages link to Some mathematical results in the pricing of American options (Q4294297):
Displayed 7 items.
- 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)
- Shout options: A framework for pricing contracts which can be modified by the investor (Q5946736) (← links)
- A high-order deferred correction method for the solution of free boundary problems using penalty iteration, with an application to American option pricing (Q6133000) (← links)