Pages that link to "Item:Q544230"
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The following pages link to Evaluating American put options on zero-coupon bonds by a penalty method (Q544230):
Displayed 3 items.
- Analysis of a finite volume element method for a degenerate parabolic equation in the zero-coupon bond pricing (Q2516793) (← links)
- Efficient numerical pricing of American options based on multiple shooting method: a PDE approach (Q6079793) (← links)
- A front‐fixing method for American option pricing on zero‐coupon bond under the Hull and White model (Q6180325) (← links)