Pages that link to "Item:Q2654413"

The following pages link to A moving boundary approach to American option pricing (Q2654413):

Displaying 21 items.

• The implication of missing the optimal-exercise time of an American option (Q319234) (← links)
• A HODIE finite difference scheme for pricing American options (Q667962) (← links)
• Pricing American options when asset prices jump (Q969504) (← links)
• A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
• Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172) (← links)
• Numerical methods for pricing American options with time-fractional PDE models (Q1793314) (← links)
• Analytical pricing of American options (Q1937837) (← links)
• Direct computation for American put option and free boundary using finite difference method (Q1943082) (← links)
• On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
• An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
• Valuing switching options with the moving-boundary method (Q2246609) (← links)
• Pricing Parisian down-and-in options (Q2344418) (← links)
• A simple numerical method for pricing an American put option (Q2375408) (← links)
• An approximate moving boundary method for American option pricing (Q2629646) (← links)
• BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS (Q2875727) (← links)
• Solving Impulse-Control Problems with Control Delays (Q2920950) (← links)
• Fuzzy pricing of American options on stocks with known dividends and its algorithm (Q3018512) (← links)
• OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER (Q3086257) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184) (← links)
• AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS (Q5369444) (← links)