Pages that link to "Item:Q2198448"
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The following pages link to A fast numerical method for the valuation of American lookback put options (Q2198448):
Displaying 7 items.
- Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets (Q2127475) (← links)
- Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model (Q2128181) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- Primal-dual active set method for pricing American better-of option on two assets (Q2205394) (← links)
- Adaptive neural network surrogate model for solving the implied volatility of time-dependent American option via Bayesian inference (Q2696739) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023) (← links)
