Pages that link to "Item:Q2375408"
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The following pages link to A simple numerical method for pricing an American put option (Q2375408):
Displaying 9 items.
- Constructing positive reliable numerical solution for American call options: a new front-fixing approach (Q491062) (← links)
- Solving American option pricing models by the front fixing method: numerical analysis and computing (Q1722182) (← links)
- Accuracy, robustness, and efficiency of the linear boundary condition for the Black-Scholes equations (Q1723304) (← links)
- An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
- An adaptive and explicit fourth order Runge-Kutta-Fehlberg method coupled with compact finite differencing for pricing American put options (Q2231609) (← links)
- Two simple numerical methods for the free boundary in one-phase Stefan problem (Q2336694) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
- Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023) (← links)
