Pages that link to "Item:Q2996867"
From MaRDI portal
The following pages link to COMPARISON OF NUMERICAL AND ANALYTICAL APPROXIMATIONS OF THE EARLY EXERCISE BOUNDARY OF AMERICAN PUT OPTIONS (Q2996867):
Displayed 10 items.
- Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function (Q1627819) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- Finite maturity margin call stock loans (Q1785456) (← links)
- A two-grid penalty method for American options (Q1993545) (← links)
- Semi-analytic valuation of stock loans with finite maturity (Q2198436) (← links)
- On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models (Q2227316) (← links)
- BENCHOP – The BENCHmarking project in option pricing (Q2804496) (← links)
- Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING (Q5411398) (← links)
- (Q6156181) (← links)