Pages that link to "Item:Q2514677"
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The following pages link to A penalty-based method from reconstructing smooth local volatility surface from American options (Q2514677):
Displaying 5 items.
- On power penalty methods for linear complementarity problems arising from American option pricing (Q496599) (← links)
- A measure of market volatility based on F-transform (Q2219374) (← links)
- Reconstruction of local volatility surface from American options (Q2681231) (← links)
- Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
- (Q5868467) (← links)
