Pages that link to "Item:Q2707141"
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The following pages link to Pricing American Options Fitting the Smile (Q2707141):
Displayed 7 items.
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- Imposing no-arbitrage conditions in implied volatilities using constrained smoothing splines (Q2862436) (← links)
- American Option Valuation with Particle Filters (Q2917425) (← links)
- Arbitrage-free smoothing of the implied volatility surface (Q3404099) (← links)
- Pricing equity options everywhere (Q4610276) (← links)
- On the computation of option prices and sensitivities in the Black–Scholes–Merton model (Q4646779) (← links)
- On accurate and provably efficient GARCH option pricing algorithms (Q5697325) (← links)