Pages that link to "Item:Q5739583"
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The following pages link to American option pricing problem transformed on finite interval (Q5739583):
Displaying 5 items.
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- A two-grid penalty method for American options (Q1993545) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- A simplified stochastic optimization model for logistic dynamics with control-dependent carrying capacity (Q3300982) (← links)
- Modified Barrier Penalization Method for Pricing American Options (Q4626502) (← links)
