Pages that link to "Item:Q508291"
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The following pages link to A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291):
Displaying 8 items.
- Complexity in quantitative finance and economics (Q508270) (← links)
- Optimal exercise boundary via intermediate function with jump risk (Q1684772) (← links)
- An efficient computational algorithm for pricing European, barrier and American options (Q1993476) (← links)
- Analytic solutions for variance swaps with double-mean-reverting volatility (Q2000317) (← links)
- A computational method to price with transaction costs under the nonlinear Black-Scholes model (Q2213466) (← links)
- An efficient numerical method for pricing American put options under the CEV model (Q2226255) (← links)
- Reconstruction of local volatility surface from American options (Q2681231) (← links)
- A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
