scientific article; zbMATH DE number 2065148
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Publication:4459815
zbMATH Open1069.91042MaRDI QIDQ4459815FDOQ4459815
Hans-Jakob Lüthi, Artan Boriçi
Publication date: 18 May 2004
Title of this publication is not available (Why is that?)
Cited In (12)
- Pivoting in linear complementarity: Two polynomial-time cases
- A local radial basis function method for pricing options under the regime switching model
- Valuation of American passport option using a three-time level scheme
- A fast high-order finite difference algorithm for pricing American options
- On the solution of complementarity problems arising in American options pricing
- Pricing American stock options by linear programming
- Title not available (Why is that?)
- Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model
- Direct computation for American put option and free boundary using finite difference method
- A METHOD FOR PRICING AMERICAN OPTIONS USING SEMI‐INFINITE LINEAR PROGRAMMING
- Résolution Numérique De Problèmes De Complémentarité Linéaire Et Évaluation D'Options Américaines
- Pricing American options fitting the smile.
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