Pages that link to "Item:Q3498243"
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The following pages link to CALCULATING THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS WITH AN APPROXIMATION FORMULA (Q3498243):
Displayed 8 items.
- A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
- A predictor-corrector scheme based on the ADI method for pricing american puts with stochastic volatility (Q651445) (← links)
- Analytical pricing of American options (Q1937837) (← links)
- A simple approximation formula for calculating the optimal exercise boundary of American puts (Q2251757) (← links)
- Pricing Parisian down-and-in options (Q2344418) (← links)
- COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867) (← links)
- AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS (Q5369444) (← links)
- A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)