Pages that link to "Item:Q1186292"

The following pages link to The pricing of the American option (Q1186292):

Displaying 50 items.

• Convergence rate of free boundary of numerical scheme for American option (Q316892) (← links)
• Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
• Valuation of the prepayment option of a perpetual corporate loan (Q370357) (← 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)
• On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
• On the problem of optimal stopping for the composite Russian option (Q612170) (← links)
• Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
• A simple heuristic for valuing certain perpetual American-type securities (Q699352) (← links)
• Optimal stopping and American options with discrete dividends and exogenous risk (Q704408) (← links)
• The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
• An explicit finite difference approach to the pricing problems of perpetual Bermudan options (Q842831) (← links)
• A generalized complementarity approach to solving real option problems (Q844678) (← links)
• Optimal early retirement near the expiration of a pension plan (Q854273) (← links)
• The Wiener disorder problem with finite horizon (Q860699) (← links)
• The trap of complacency in predicting the maximum (Q879259) (← links)
• Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
• Pricing American options when asset prices jump (Q969504) (← links)
• On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
• Sequential Monte Carlo pricing of American-style options under stochastic volatility models (Q977632) (← links)
• A preference free partial differential equation for the term structure of interest rates (Q1000411) (← links)
• Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
• Volatility misspecification, option pricing and superreplication via coupling (Q1296625) (← links)
• Error estimates for the binomial approximation of American put options (Q1296626) (← links)
• Critical price near maturity for an American option on a dividend-paying stock. (Q1413692) (← links)
• Perpetual options and Canadization through fluctuation theory (Q1425486) (← 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)
• Portfolio selection with consumption ratcheting (Q1657613) (← links)
• A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
• Convexity of the optimal stopping boundary for the American put option (Q1766723) (← links)
• On the pricing of contingent claims under constraints (Q1814741) (← links)
• Quasi-explicit formulas for American options in a jump-diffusion model (Q1897669) (← links)
• American put options with a finite set of exercisable time epochs (Q1905857) (← links)
• Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
• Discrete-time pricing and optimal exercise of American perpetual warrants in the geometric random walk model (Q1946533) (← links)
• Uncertain term structure model of interest rate (Q1955463) (← links)
• The random-time binomial model (Q1960552) (← links)
• Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions (Q1960553) (← links)
• American options with stochastic dividends and volatility: a nonparametric investigation (Q1969814) (← links)
• A note on the nonlinear Volterra integral equation for the early exercise boundary (Q2021449) (← links)
• Finite horizon portfolio selection problems with stochastic borrowing constraints (Q2031369) (← links)
• American options in nonlinear markets (Q2042845) (← links)
• Valuing American-style options under the CEV model: an integral representation based method (Q2180299) (← links)
• Time consistent pricing of options with embedded decisions (Q2180301) (← links)
• Combining statistical intervals and market prices: the worst case state price distribution (Q2323381) (← links)
• Calculating the American options in the default model (Q2371608) (← links)
• Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968) (← links)
• Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
• Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)