Pages that link to "Item:Q2996867"
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The following pages link to COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867):
Displayed 5 items.
- Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
- Finite maturity margin call stock loans (Q1785456) (← links)
- A two-grid penalty method for American options (Q1993545) (← links)
- BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING (Q5411398) (← links)