Pages that link to "Item:Q4345925"
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The following pages link to ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS (Q4345925):
Displayed 50 items.
- The implication of missing the optimal-exercise time of an American option (Q319234) (← links)
- An improved method for pricing and hedging long dated American options (Q323396) (← links)
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
- An alternative approach to the valuation of American options and applications (Q375241) (← links)
- American bond option pricing in one-factor dynamic term structure models (Q375259) (← links)
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- Analytic solution for American barrier options with two barriers (Q458329) (← links)
- An integral representation approach for valuing American-style installment options with continuous payment plan (Q555073) (← links)
- Valuing American options under the CEV model by Laplace-Carson transforms (Q613360) (← links)
- A new predictor-corrector scheme for valuing American puts (Q620987) (← links)
- American options and callable bonds under stochastic interest rates and endogenous bankruptcy (Q660162) (← links)
- Valuation of European continuous-installment options (Q660913) (← links)
- Optimal stopping and American options with discrete dividends and exogenous risk (Q704408) (← links)
- An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
- Optimal surrender policy for variable annuity guarantees (Q743150) (← links)
- Valuation of American partial barrier options (Q744405) (← links)
- The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
- High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) (← links)
- Optimal stopping with private information (Q900599) (← links)
- Evaluation of American strangles (Q953735) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- American option pricing under stochastic volatility: an efficient numerical approach (Q970136) (← links)
- On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
- Valuation for an American continuous-installment put option on bond under Vasicek interest rate model (Q1040023) (← links)
- Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
- The valuation of American call options on the minimum of two dividend-paying assets (Q1425482) (← links)
- The valuation of American barrier options using the decomposition technique (Q1583156) (← links)
- Nonparametric estimation of American options' exercise boundaries and call prices (Q1583161) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- Valuation of American strangles through an optimized lower-upper bound approach (Q1655917) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- Mitigating global warming: a real options approach (Q1699103) (← links)
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432) (← links)
- Option pricing with Mellin transforms (Q1764950) (← links)
- On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. (Q1766027) (← links)
- Convexity of the optimal stopping boundary for the American put option (Q1766723) (← links)
- Approximation of American put prices by European prices via an embedding method. (Q1872409) (← links)
- American put options with a finite set of exercisable time epochs (Q1905857) (← links)
- Analytical pricing of American options (Q1937837) (← links)
- Direct computation for American put option and free boundary using finite difference method (Q1943082) (← links)
- Exercise boundary of the American put near maturity in an exponential Lévy model (Q1945046) (← links)
- The random-time binomial model (Q1960552) (← links)
- American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
- A policy iteration algorithm for the American put option and free boundary control problems (Q1989210) (← links)
- An FBSDE approach to American option pricing with an interacting particle method (Q2013320) (← links)
- Optimal trading with a trailing stop (Q2020306) (← links)
- A note on the nonlinear Volterra integral equation for the early exercise boundary (Q2021449) (← links)
- Option valuation under the VG process by a DG method. (Q2058996) (← links)