Pages that link to "Item:Q2480974"
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The following pages link to Valuing finite-lived Russian options (Q2480974):
Displaying 14 items.
- On convergence of Laplace inversion for the American put option under the CEV model (Q277189) (← links)
- Valuing American options under the CEV model by Laplace-Carson transforms (Q613360) (← links)
- Valuing continuous-installment options (Q1044158) (← links)
- A simple and fast method for valuing American knock-out options with rebates (Q1681693) (← links)
- Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050) (← links)
- Laplace transform method for pricing American CEV strangles option with two free boundaries (Q1727172) (← links)
- Analytic solution for American strangle options using Laplace-Carson transforms (Q2005252) (← links)
- An integral equation representation approach for valuing Russian options with a finite time horizon (Q2198865) (← links)
- Efficient valuation of a variable annuity contract with a surrender option (Q2300964) (← links)
- CEV asymptotics of American options (Q2442980) (← links)
- ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS (Q3566765) (← links)
- An efficient numerical method for pricing a Russian option with a finite time horizon (Q5033385) (← links)
- (Q6043631) (← links)
- Generalized exponential basis for efficient solving of homogeneous diffusion free boundary problems: Russian option pricing (Q6147820) (← links)
