Pages that link to "Item:Q4541537"
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The following pages link to Fast numerical valuation of American, exotic and complex options (Q4541537):
Displaying 7 items.
- An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
- An explicit finite difference approach to the pricing problems of perpetual Bermudan options (Q842831) (← links)
- Penalty methods for American options with stochastic volatility (Q1298615) (← links)
- PDE methods for pricing barrier options (Q1583144) (← links)
- A finite element approach to the pricing of discrete lookbacks with stochastic volatility (Q4541570) (← links)
- Multigrid for American option pricing with stochastic volatility (Q4541576) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
