Pages that link to "Item:Q667962"
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The following pages link to A HODIE finite difference scheme for pricing American options (Q667962):
Displaying 10 items.
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
- Pricing the American options: a closed-form, simple formula (Q2140741) (← links)
- Rannacher time-marching with orthogonal spline collocation method for retrieving the discontinuous behavior of hedging parameters (Q2141232) (← links)
- A combined compact difference scheme for option pricing in the exponential jump-diffusion models (Q2142005) (← links)
- Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market (Q2666233) (← links)
- Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
- AN IMEX-BASED APPROACH FOR THE PRICING OF EQUITY WARRANTS UNDER FRACTIONAL BROWNIAN MOTION MODELS (Q6051961) (← links)
- An implicit scheme for American put options (Q6057151) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
