Pages that link to "Item:Q3225913"

The following pages link to American Options Under Stochastic Volatility (Q3225913):

Displaying 9 items.

• The implication of missing the optimal-exercise time of an American option (Q319234) (← links)
• Approximating stochastic volatility by recombinant trees (Q744390) (← links)
• A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
• Valuing switching options with the moving-boundary method (Q2246609) (← links)
• CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
• An improvement of an analytical approximation method for American options (Q2247338) (← links)
• Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
• BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS (Q2875727) (← links)
• A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes (Q4691941) (← links)