Pages that link to "Item:Q2198865"
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The following pages link to An integral equation representation approach for valuing Russian options with a finite time horizon (Q2198865):
Displaying 13 items.
- Valuing American floating strike lookback option and Neumann problem for inhomogeneous Black-Scholes equation (Q344266) (← links)
- Pricing vulnerable path-dependent options using integral transforms (Q344273) (← links)
- An analytic expansion method for the valuation of double-barrier options under a stochastic volatility model (Q504846) (← links)
- The pricing of dynamic fund protection with default risk (Q679581) (← links)
- Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514) (← links)
- Analytic solution for American strangle options using Laplace-Carson transforms (Q2005252) (← links)
- Pricing variable annuity with surrender guarantee (Q2020572) (← links)
- Pricing of American lookback spread options (Q2196549) (← links)
- \((1+2)\)-dimensional Black-Scholes equations with mixed boundary conditions (Q2286191) (← links)
- Pricing of fixed-strike lookback options on assets with default risk (Q2298860) (← links)
- Analytic valuation of European continuous-installment barrier options (Q2315940) (← links)
- An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
- Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing (Q6147820) (← links)
