Pages that link to "Item:Q4294297"
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The following pages link to Some mathematical results in the pricing of American options (Q4294297):
Displayed 37 items.
- A simple heuristic for valuing certain perpetual American-type securities (Q699352) (← links)
- A numerical analysis of variational valuation techniques for derivative securities (Q702595) (← links)
- Implicit-explicit Runge-Kutta methods for financial derivatives pricing models (Q819096) (← links)
- Spectral method for differential equations of degenerate type on unbounded domains by using generalized Laguerre functions (Q875530) (← links)
- Installment options close to expiry (Q937477) (← links)
- Variational inequalities applied to option market problem (Q945263) (← links)
- Convergence analysis of a monotonic penalty method for American option pricing (Q950483) (← links)
- Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
- Penalty methods for the numerical solution of American multi-asset option problems (Q952073) (← links)
- Adaptive \(\theta \)-methods for pricing American options (Q952094) (← links)
- Analysis of an uncertain volatility model (Q955456) (← links)
- The multigrid algorithm applied to a degenerate equation: A convergence analysis (Q1004017) (← links)
- Analysis of quadrature methods for pricing discrete barrier options (Q1017005) (← links)
- An upwind approach for an American and European option pricing model (Q1294336) (← links)
- Penalty methods for American options with stochastic volatility (Q1298615) (← links)
- Accurate and efficient pricing of vanilla stock options via the Crandall-Douglas scheme. (Q1399766) (← links)
- Accurate numerical solution of initial value problems for the time dependent convection-diffusion equation (Q1431851) (← links)
- Solving variational inequalities with a quadratic cut method: a primal-dual, Jacobian-free approach (Q1433167) (← links)
- PDE methods for pricing barrier options (Q1583144) (← links)
- Hedged Monte-Carlo: low variance derivative pricing with objective probabilities (Q1591779) (← links)
- A quasi-radial basis functions method for American options pricing. (Q1609116) (← links)
- Numerical techniques for pricing callable bonds with notice (Q1764750) (← links)
- Operator splitting methods for American option pricing. (Q1767129) (← links)
- Differential quadrature domain decomposition method for a class of parabolic equations (Q1770697) (← links)
- Bounds on short cylinders and uniqueness in Cauchy problem for degenerate Kolmogorov equations (Q2272034) (← links)
- Optimal impulse control for a multidimensional cash management system with generalized cost functions (Q2378465) (← links)
- Convergence of the trinomial tree method for pricing European/American options (Q2381353) (← links)
- The American straddle close to expiry (Q2472118) (← links)
- The valuation of unit-linked policies with or without surrender options (Q2483949) (← links)
- Computation and sensitivity analysis of the pricing of American call options (Q2493775) (← links)
- Numerical solution of variational inequalities for pricing Asian options by higher order Lagrange--Galerkin methods (Q2507719) (← links)
- Augmented Lagrangian method applied to American option pricing (Q2507936) (← links)
- A dynamic programming approach to price installment options (Q2570163) (← links)
- Monte Carlo methods for pricing financial options (Q2571446) (← links)
- Finite volume methods for the valuation of American options (Q3428051) (← links)
- A nonlinear partial differential equation for american options in the entire domain of the state variable (Q4378758) (← links)
- Shout options: A framework for pricing contracts which can be modified by the investor (Q5946736) (← links)