Pages that link to "Item:Q2507936"

The following pages link to Augmented Lagrangian method applied to American option pricing (Q2507936):

Displaying 8 items.

• A direct algorithm in some free boundary problems (Q729702) (← links)
• Convergence analysis of a monotonic penalty method for American option pricing (Q950483) (← links)
• Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
• Stochastic differential game in high frequency market (Q1737914) (← links)
• An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
• Fuzzy pricing of American options on stocks with known dividends and its algorithm (Q3018512) (← links)
• Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
• Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models (Q5372098) (← links)