Pages that link to "Item:Q2757302"
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The following pages link to Pricing American Stock Options by Linear Programming (Q2757302):
Displayed 6 items.
- Pricing European options by numerical replication: quadratic programming with constraints (Q853858) (← links)
- An irregular grid approach for pricing high-dimensional American options (Q952083) (← links)
- Valuation of American options by the gradient projection method (Q2379062) (← links)
- Augmented Lagrangian method applied to American option pricing (Q2507936) (← links)
- Financial valuation of guaranteed minimum withdrawal benefits (Q2507939) (← links)
- CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (Q4796575) (← links)