Pages that link to "Item:Q3609048"
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The following pages link to A Variational Inequality Arising from European Installment Call Options Pricing (Q3609048):
Displaying 13 items.
- Pricing American continuous-installment options under stochastic volatility model (Q482015) (← links)
- A variational inequality from pricing convertible bond (Q537174) (← links)
- An integral representation approach for valuing American-style installment options with continuous payment plan (Q555073) (← links)
- American continuous-installment options of barrier type (Q890621) (← links)
- Valuation of American strangle option: variational inequality approach (Q1755938) (← links)
- Pricing and applications of digital installment options (Q1952891) (← links)
- The stochastic control model for use conversion of land (Q2044117) (← links)
- Analytic valuation of European continuous-installment barrier options (Q2315940) (← links)
- Indifference pricing and hedging in a multiple-priors model with trading constraints (Q2515302) (← links)
- Free boundary problem concerning pricing convertible bond (Q3005118) (← links)
- VALUATION OF EUROPEAN INSTALLMENT PUT OPTION: VARIATIONAL INEQUALITY APPROACH (Q3636107) (← links)
- Numerical approach for coupled systems resulting from pricing of derivatives: Modeling and pricing of installment options (Q6183005) (← links)
- A reversible investment problem with capacity and demand in finite horizon: free boundary analysis (Q6490243) (← links)
