Pages that link to "Item:Q2869962"
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The following pages link to A closed-form solution to American options under general diffusion processes (Q2869962):
Displaying 8 items.
- Homotopy analysis method for boundary-value problem of turbo warrant pricing under stochastic volatility (Q370128) (← links)
- A predictor-corrector approach for pricing American options under the finite moment log-stable model (Q493985) (← links)
- An optimal homotopy-analysis approach for strongly nonlinear differential equations (Q720069) (← links)
- An efficient numerical method for pricing American put options under the CEV model (Q2226255) (← links)
- Application of homotopy analysis method to option pricing under Lévy processes (Q2254307) (← links)
- A simple numerical method for pricing an American put option (Q2375408) (← links)
- CEV asymptotics of American options (Q2442980) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
