Pages that link to "Item:Q2411163"
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The following pages link to A numerical scheme for pricing American options with transaction costs under a jump diffusion process (Q2411163):
Displayed 5 items.
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- Numerical solution of an obstacle problem with interval coefficients (Q2178955) (← links)
- European option valuation under the Bates PIDE in finance: a numerical implementation of the Gaussian scheme (Q2180342) (← links)
- Pricing options on investment project contraction and ownership transfer using a finite volume scheme and an interior penalty method (Q2190271) (← links)
- Pricing options on investment project expansions under commodity price uncertainty (Q2423283) (← links)
