The following pages link to Evaluation of American strangles (Q953735):
Displaying 20 items.
- Stabilized explicit Runge-Kutta methods for multi-asset American options (Q316630) (← links)
- Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
- American continuous-installment options of barrier type (Q890621) (← links)
- American option pricing under stochastic volatility: an efficient numerical approach (Q970136) (← links)
- Valuation of American strangles through an optimized lower-upper bound approach (Q1655917) (← links)
- Laplace transform method for pricing American CEV strangles option with two free boundaries (Q1727172) (← links)
- Valuation of American strangle option: variational inequality approach (Q1755938) (← links)
- Analytical pricing of American options (Q1937837) (← links)
- Analytic solution for American strangle options using Laplace-Carson transforms (Q2005252) (← links)
- Pricing variable annuity with surrender guarantee (Q2020572) (← links)
- Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon (Q2076659) (← links)
- An integral equation approach for optimal investment policies with partial reversibility (Q2213041) (← links)
- American chooser options (Q2271613) (← links)
- Lattice methods for pricing American strangles with two-dimensional stochastic volatility models (Q2320671) (← links)
- A method-of-lines approach for solving American option problems (Q2332986) (← links)
- American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729) (← links)
- MATHEMATICAL PROPERTIES OF AMERICAN CHOOSER OPTIONS (Q4645333) (← links)
- The numerical approximation of nonlinear Black–Scholes model for exotic path-dependent American options with transaction cost (Q4903545) (← links)
- LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184) (← links)
- American Strangle Options (Q5149268) (← links)
