Pages that link to "Item:Q2199770"
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The following pages link to A new integral equation approach for pricing American-style barrier options with rebates (Q2199770):
Displaying 6 items.
- High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) (← links)
- An accurate and stable numerical method for option hedge parameters (Q2148048) (← links)
- CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
- A new approach for pricing discounted American options (Q2656825) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- (Q6156181) (← links)
