Pages that link to "Item:Q1775998"
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The following pages link to A semilinear Black and Scholes partial differential equation for valuing American options (Q1775998):
Displaying 13 items.
- Pricing American bond options using a penalty method (Q445080) (← links)
- Comparison of optimal portfolios with and without subsistence consumption constraints (Q603016) (← links)
- Adaptive \(\theta \)-methods for pricing American options (Q952094) (← links)
- Existence and uniqueness results for a semilinear Black-Scholes type equation (Q984569) (← links)
- The valuation of American passport options: a viscosity solution approach (Q1730402) (← links)
- An FBSDE approach to American option pricing with an interacting particle method (Q2013320) (← links)
- On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
- Viscosity solutions of integro-differential equations and passport options in a jump-diffusion model (Q2247919) (← links)
- A penalty-based method from reconstructing smooth local volatility surface from American options (Q2514677) (← links)
- Hybrid PDE solver for data-driven problems and modern branching (Q3133609) (← links)
- Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view (Q4967878) (← links)
- Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
- A unique solution to a semilinear Black-Scholes partial differential equation for valuing multi-assets of American options (Q5456303) (← links)
