Pages that link to "Item:Q4345925"
From MaRDI portal
The following pages link to ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS (Q4345925):
Displayed 41 items.
- Optimal stopping and American options with discrete dividends and exogenous risk (Q704408) (← links)
- Evaluation of American strangles (Q953735) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- American option pricing under stochastic volatility: an efficient numerical approach (Q970136) (← links)
- On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
- Valuation for an American continuous-installment put option on bond under Vasicek interest rate model (Q1040023) (← links)
- Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
- The valuation of American call options on the minimum of two dividend-paying assets (Q1425482) (← links)
- The valuation of American barrier options using the decomposition technique (Q1583156) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432) (← links)
- Option pricing with Mellin transforms (Q1764950) (← links)
- On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. (Q1766027) (← links)
- Convexity of the optimal stopping boundary for the American put option (Q1766723) (← links)
- Approximation of American put prices by European prices via an embedding method. (Q1872409) (← links)
- American put options with a finite set of exercisable time epochs (Q1905857) (← links)
- The random-time binomial model (Q1960552) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
- American chooser options (Q2271613) (← links)
- Compact finite difference method for American option pricing (Q2370586) (← links)
- Valuation of American options by the gradient projection method (Q2379062) (← links)
- New insights on testing the efficiency of methods of pricing and hedging American options (Q2456420) (← links)
- The American straddle close to expiry (Q2472118) (← links)
- Valuation of American continuous-installment options (Q2575454) (← links)
- A moving boundary approach to American option pricing (Q2654413) (← links)
- A NEW ANALYTICAL APPROXIMATION FORMULA FOR THE OPTIMAL EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q3421829) (← links)
- Finite volume methods for the valuation of American options (Q3428051) (← links)
- The American put option in a one-dimensional diffusion model with level-dependent volatility (Q3429331) (← links)
- The duality of optimal exercise and domineering claims: a Doob–Meyer decomposition approach to the Snell envelope (Q3429332) (← links)
- CALCULATING THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS WITH AN APPROXIMATION FORMULA (Q3498243) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
- A second-order Nyström-type discretization for the early-exercise curve of American put options (Q3636734) (← links)
- NEW NUMERICAL SCHEME FOR PRICING AMERICAN OPTION WITH REGIME-SWITCHING (Q3637884) (← links)
- Option Pricing With V. G. Martingale Components<sup>1</sup> (Q4345917) (← links)
- A NEW MONTE CARLO METHOD FOR AMERICAN OPTIONS (Q4653042) (← links)
- Laplace transforms and American options (Q4784303) (← links)
- Local times of functions of continuous semimartingales (Q4835284) (← links)
- PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD (Q5190051) (← links)
- An exact and explicit solution for the valuation of American put options (Q5484647) (← links)
- Optimal stopping, free boundary, and American option in a jump-diffusion model (Q5961568) (← links)