The following pages link to (Q5200620):
Displayed 50 items.
- The early exercise premium representation for American options on multiply assets (Q253081) (← links)
- Perpetual American options in diffusion-type models with running maxima and drawdowns (Q271879) (← links)
- A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- An analytic formula for the price of an American-style Asian option of floating strike type (Q613214) (← links)
- Asymptotic expansion of solutions to the Black-Scholes equation arising from American option pricing near the expiry (Q730511) (← links)
- The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
- Finite project life and uncertainty effects on investment (Q844709) (← links)
- Convenience yields (Q965894) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- Hybrid or electric vehicles? A real options perspective (Q969505) (← links)
- On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
- Commodity spread option with cointegration (Q1627674) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- An improved least squares Monte Carlo valuation method based on heteroscedasticity (Q1694951) (← links)
- Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172) (← links)
- Relationship between least squares Monte Carlo and approximate linear programming (Q1728294) (← links)
- Comparison of least squares Monte Carlo methods with applications to energy real options (Q1752185) (← links)
- The monotone case approach for the solution of certain multidimensional optimal stopping problems (Q1986010) (← links)
- Analysis of optimal dynamic withdrawal policies in withdrawal guarantee products (Q1994588) (← links)
- Analysis of the optimal exercise boundary of American put options with delivery lags (Q1996330) (← links)
- An integral equation approach for the valuation of American-style down-and-out calls with rebates (Q2006630) (← links)
- Target-initiated takeover with search frictions (Q2103055) (← links)
- Optimal finite horizon contract with limited commitment (Q2120602) (← links)
- Perpetual American double lookback options on drawdowns and drawups with floating strikes (Q2152239) (← links)
- Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← links)
- Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
- Optimal stopping problems for running minima with positive discounting rates (Q2216971) (← links)
- CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
- American chooser options (Q2271613) (← links)
- American step options (Q2282524) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- On a new family of radial basis functions: mathematical analysis and applications to option pricing (Q2406292) (← links)
- Optimal mean-reverting spread trading: nonlinear integral equation approach (Q2408713) (← links)
- Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
- American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations (Q3176517) (← links)
- On the sequential testing and quickest change-point detection problems for Gaussian processes (Q4584692) (← links)
- PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY OF MONTE CARLO AND FINITE-DIFFERENCE APPROACHES (Q4608943) (← links)
- On the American swaption in the linear-rational framework (Q4619526) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- American Options with Discontinuous Two-Level Caps (Q4635248) (← links)
- MATHEMATICAL PROPERTIES OF AMERICAN CHOOSER OPTIONS (Q4645333) (← links)
- Optimal stopping problems for maxima and minima in models with asymmetric information (Q5080073) (← links)
- Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
- Perpetual American Standard and Lookback Options with Event Risk and Asymmetric Information (Q5097216) (← links)
- Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
- American Strangle Options (Q5149268) (← links)
- American Option Valuation under Continuous-Time Markov Chains (Q5262446) (← links)
- APPROXIMATE SOLUTIONS FOR THE BRITISH PUT OPTION AND ITS OPTIMAL EXERCISE BOUNDARY (Q5369442) (← links)