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  • Paper American step options 2020-01-08 Paper On American VIX options under the generalized 3/2 and 1/2 models 2018-05-25 Paper American Options with Discontinuous...
    10 bytes (18 words) - 02:17, 10 December 2023
  • Barrier Options 2001-03-29 Paper Nonparametric estimation of American options' exercise boundaries and call prices 2000-10-26 Paper American options with...
    10 bytes (18 words) - 01:41, 13 December 2023
  • methods for pricing American options under stochastic volatility 2008-01-23 Paper COMPONENTWISE SPLITTING METHODS FOR PRICING AMERICAN OPTIONS UNDER STOCHASTIC...
    10 bytes (16 words) - 01:25, 13 December 2023
  • numerical method to price American options under the Bates model 2017-03-15 Paper A very efficient approach for pricing barrier options on an underlying described...
    10 bytes (18 words) - 17:35, 9 December 2023
  • Date of Publication Type American options and stochastic interest rates 2022-12-20 Paper Optimal exercise of American put options near maturity: a new economic...
    10 bytes (16 words) - 04:02, 12 December 2023
  • pricing American options under Kou's jump-diffusion models based on penalty method 2021-11-29 Paper Fitted Finite Volume Method for Pricing American Options...
    10 bytes (17 words) - 16:32, 12 December 2023
  • Pricing American options under jump-diffusion models using local weak form meshless techniques 2017-07-28 Paper Numerical pricing of American options under...
    10 bytes (18 words) - 23:32, 11 December 2023
  • scheme for pricing American options 2019-03-04 Paper OPTION PRICING UNDER THE KOBOL MODEL 2018-11-16 Paper Numerically pricing American options under the generalized...
    10 bytes (17 words) - 01:26, 11 December 2023
  • composite Russian option 2011-01-03 Paper Discrete approximation of American-type options 2008-04-28 Paper On the Pricing of American Options in Exponential...
    10 bytes (18 words) - 01:00, 11 December 2023
  • DISTRIBUTIONS, OPTION PRICING, AND MONTE CARLO SIMULATIONS 2019-05-21 Paper Pricing of perpetual Bermudan options 2019-01-14 Paper American Options in the Heston...
    10 bytes (17 words) - 16:01, 12 December 2023
  • Paper Nonparametric estimation of American options' exercise boundaries and call prices 2000-10-26 Paper American options with stochastic dividends and volatility:...
    10 bytes (16 words) - 03:53, 10 December 2023
  • method for American option pricing 2016-07-06 Paper American Options Under Stochastic Volatility 2012-03-26 Paper Pricing American options when asset prices...
    10 bytes (16 words) - 01:49, 11 December 2023
  • for pricing American options under finite activity jump-diffusion models 2013-01-22 Paper An iterative method for pricing American options under jump-diffusion...
    10 bytes (17 words) - 06:22, 12 December 2023
  • constraints 2018-08-09 Paper Pricing American-style Parisian up-and-out call options 2018-07-13 Paper Pricing American call options under a hard-to-borrow stock...
    10 bytes (18 words) - 21:33, 9 December 2023
  • two-dimensional options pricing under fractional differential models 2020-10-07 Paper A fast preconditioned penalty method for American options pricing under...
    10 bytes (17 words) - 18:03, 13 December 2023
  • application to pricing American options under stochastic volatility 2009-07-01 Paper A fourth-order smoothing scheme for pricing barrier options under stochastic...
    10 bytes (18 words) - 02:59, 13 December 2023
  • Game options with gradual exercise and cancellation under proportional transaction costs 2022-07-05 Paper Pricing high-dimensional American options by kernel...
    10 bytes (16 words) - 15:53, 6 December 2023
  • analysis of American call options 2003-09-12 Paper https://portal.mardi4nfdi.de/entity/Q4422855 2003-08-25 Paper Laplace transforms and American options 2003-05-12...
    10 bytes (16 words) - 01:58, 9 December 2023
  • for pricing American put options 2008-09-04 Paper New insights on testing the efficiency of methods of pricing and hedging American options 2007-10-18 Paper...
    10 bytes (16 words) - 02:00, 7 October 2023
  • Hedging Path-Dependent Options Under the CEV Process 2012-02-19 Paper On the solution of complementarity problems arising in American options pricing 2011-11-15...
    10 bytes (16 words) - 01:47, 11 December 2023
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