Pages that link to "Item:Q4605731"
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The following pages link to Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731):
Displaying 5 items.
- Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets (Q2127475) (← links)
- A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← links)
- An efficient numerical method for the valuation of American multi-asset options (Q2204166) (← links)
- Stability and error analysis of operator splitting methods for American options under the Black-Scholes model (Q2302378) (← links)
- Primal-dual active set method for evaluating American put options on zero-coupon bonds (Q6552647) (← links)
