Pages that link to "Item:Q1943082"
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The following pages link to Direct computation for American put option and free boundary using finite difference method (Q1943082):
Displaying 5 items.
- Optimal exercise boundary via intermediate function with jump risk (Q1684772) (← links)
- An efficient numerical method for pricing American put options under the CEV model (Q2226255) (← links)
- Two simple numerical methods for the free boundary in one-phase Stefan problem (Q2336694) (← links)
- A simple numerical method for pricing an American put option (Q2375408) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
