Pages that link to "Item:Q2338522"
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The following pages link to Pricing and exercising American options: an asymptotic expansion approach (Q2338522):
Displayed 6 items.
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← 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)
- An implicit scheme for American put options (Q6057151) (← links)
- American rainbow option pricing formulae in uncertain environment (Q6080549) (← links)
- Analytical solvability and exact simulation in models with affine stochastic volatility and Lévy jumps (Q6146678) (← links)