Pages that link to "Item:Q4226853"
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The following pages link to PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS (Q4226853):
Displaying 50 items.
- An analysis of path-dependent options (Q261989) (← links)
- A hybrid finite difference scheme for pricing Asian options (Q298703) (← links)
- An alternating-direction implicit difference scheme for pricing Asian options (Q364443) (← links)
- A reliable numerical method to price arithmetic Asian options (Q387463) (← links)
- Mathematical analysis and numerical methods for a PDE model of a stock loan pricing problem (Q394918) (← links)
- An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248) (← links)
- Efficient pricing of discrete Asian options (Q555398) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
- On pricing arithmetic average reset options with multiple reset dates in a lattice framework (Q633988) (← links)
- TVD, WENO and blended BDF discretizations for Asian options (Q706545) (← links)
- Convergence of the binomial tree method for Asian options in jump-diffusion models (Q874917) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- Small dimension PDE for discrete Asian options (Q951412) (← links)
- Pricing American Asian options with higher moments in the underlying distribution (Q953394) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- A modified binomial tree method for currency lookback options (Q1586084) (← links)
- Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities (Q1622514) (← links)
- Collocation boundary element method for the pricing of geometric Asian options (Q1658798) (← links)
- Modified B-spline collocation approach for pricing American style Asian options (Q1674181) (← links)
- Variational analysis for generalized Kolmogorov operators (Q1711011) (← links)
- The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
- Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations (Q1938899) (← links)
- A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model (Q1998282) (← links)
- A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
- An integral equation representation approach for valuing Russian options with a finite time horizon (Q2198865) (← links)
- A lattice approach to evaluate participating policies in a stochastic interest rate framework (Q2222157) (← links)
- Sharp estimates for Geman-Yor processes and applications to arithmetic average Asian options (Q2274018) (← links)
- General lattice methods for arithmetic Asian options (Q2286910) (← links)
- Conservative third-order central-upwind schemes for option pricing problems (Q2296246) (← links)
- A continuous dependence result for ultraparabolic equations in option pricing (Q2381921) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- Finite difference scheme with a moving mesh for pricing Asian options (Q2453245) (← links)
- Double-exponential fast Gauss transform algorithms for pricing discrete lookback options (Q2503998) (← links)
- Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods (Q2507719) (← links)
- Analytical binomial lookback options with double-exponential jumps (Q2510894) (← links)
- An efficient convergent lattice algorithm for European Asian options (Q2571992) (← links)
- Lattice-based model for pricing contingent claims under mixed fractional Brownian motion (Q2684130) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
- A meshless method for Asian style options pricing under the Merton jump-diffusion model (Q2804502) (← links)
- INTENSITY-BASED MODELS FOR PRICING MORTGAGE-BACKED SECURITIES WITH REPAYMENT RISK UNDER A CIR PROCESS (Q2892979) (← links)
- AN ACCURATE VALUATION OF ASIAN OPTIONS USING MOMENTS (Q3022037) (← links)
- NUMERICAL SOLUTION OF TWO-FACTOR MODELS FOR VALUATION OF FINANCIAL DERIVATIVES (Q3043609) (← links)
- OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (Q3100755) (← links)
- ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL (Q3166710) (← links)
- A Stochastic Approximation Algorithm for American Lookback Put Options (Q3168708) (← links)
- Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices (Q3193137) (← links)
- Employee stock option valuation with repricing features (Q3539542) (← links)
- A finite element approach to the pricing of discrete lookbacks with stochastic volatility (Q4541570) (← links)
