Pages that link to "Item:Q1583156"
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The following pages link to The valuation of American barrier options using the decomposition technique (Q1583156):
Displayed 11 items.
- American Parisian options (Q881414) (← links)
- Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396) (← links)
- Hedging using simulation: a least squares approach (Q956433) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- A general framework for evaluating executive stock options (Q1027368) (← links)
- PDE methods for pricing barrier options (Q1583144) (← links)
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- American chooser options (Q2271613) (← links)
- Pricing options with Green's functions when volatility, interest rate and barriers depend on time (Q3498560) (← links)
- Laplace transforms and American options (Q4784303) (← links)
- Exercise Regions And Efficient Valuation Of American Lookback Options (Q4827313) (← links)