Pages that link to "Item:Q5315616"
From MaRDI portal
The following pages link to LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS (Q5315616):
Displaying 13 items.
- Pricing American continuous-installment options under stochastic volatility model (Q482015) (← links)
- An integral representation approach for valuing American-style installment options with continuous payment plan (Q555073) (← links)
- Valuation of European continuous-installment options (Q660913) (← links)
- American continuous-installment options of barrier type (Q890621) (← links)
- Installment options close to expiry (Q937477) (← links)
- A variational inequality arising from American installment call options pricing (Q1025812) (← links)
- Valuing continuous-installment options (Q1044158) (← links)
- Analytic valuation of European continuous-installment barrier options (Q2315940) (← links)
- A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
- COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867) (← links)
- THE VALUATION OF CALLABLE-PUTTABLE REVERSE CONVERTIBLE BONDS (Q3566766) (← links)
- (Q4564888) (← links)
- Numerical approach for coupled systems resulting from pricing of derivatives: Modeling and pricing of installment options (Q6183005) (← links)