Pages that link to "Item:Q5251351"
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The following pages link to Projection and Contraction Method for the Valuation of American Options (Q5251351):
Displaying 6 items.
- A new operator splitting method for American options under fractional Black-Scholes models (Q2203918) (← 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 American Lookback Put Option Pricing (Q4605731) (← links)
- Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)
- Lattice Boltzmann method for the linear complementarity problem arising from American option pricing (Q6577172) (← links)
- Primal-dual active set algorithm for valuating American options under regime switching (Q6590575) (← links)
