Pages that link to "Item:Q375241"

The following pages link to An alternative approach to the valuation of American options and applications (Q375241):

Displaying 7 items.

• Optimal surrender policy for variable annuity guarantees (Q743150) (← links)
• Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← links)
• Valuing American-style options under the CEV model: an integral representation based method (Q2180299) (← links)
• A note on options and bubbles under the CEV model: implications for pricing and hedging (Q2211013) (← links)
• An efficient numerical method for pricing American put options under the CEV model (Q2226255) (← links)
• STATE-DEPENDENT FEES FOR VARIABLE ANNUITY GUARANTEES (Q5214823) (← links)
• American option prices in a Markov chain market model (Q5414495) (← links)