Pages that link to "Item:Q5190051"
From MaRDI portal
The following pages link to PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD (Q5190051):
Displaying 10 items.
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
- Analytical pricing of American options (Q1937837) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- THE INTERSECTION BETWEEN EUROPEAN PUT PRICE AND ITS PAYOFF FUNCTION (Q2842535) (← links)
- PENALTY AMERICAN OPTIONS (Q4631697) (← links)
- INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS (Q4683923) (← links)
- APPROXIMATE SOLUTIONS FOR THE BRITISH PUT OPTION AND ITS OPTIMAL EXERCISE BOUNDARY (Q5369442) (← links)
