Pages that link to "Item:Q1415462"
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The following pages link to Convergence of numerical methods for valuing path-dependent options using interpolation (Q1415462):
Displaying 24 items.
- A binomial approximation for two-state Markovian HJM models (Q539146) (← links)
- Efficient pricing of discrete Asian options (Q555398) (← links)
- On pricing arithmetic average reset options with multiple reset dates in a lattice framework (Q633988) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- An accurate binomial model for pricing American Asian option (Q890640) (← links)
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- Adaptive placement method on pricing arithmetic average options (Q1025615) (← links)
- Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff (Q1770204) (← links)
- A fast numerical method for the valuation of American lookback put options (Q2198448) (← links)
- A lattice approach to evaluate participating policies in a stochastic interest rate framework (Q2222157) (← links)
- On discrete probability approximations for transaction cost problems (Q2326983) (← links)
- Accurate pricing formulas for Asian options (Q2372053) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- Valuation of variable annuities with guaranteed minimum withdrawal benefit under stochastic interest rate (Q2404547) (← links)
- An efficient convergent lattice algorithm for European Asian options (Q2571992) (← links)
- Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices (Q3193137) (← links)
- Numerical Methods and Volatility Models for Valuing Cliquet Options (Q3424323) (← links)
- Efficient willow tree method for European-style and American-style moving average barrier options pricing (Q4555115) (← links)
- A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY (Q4571700) (← links)
- Pricing options with American-style average reset features (Q4610236) (← links)
- IMEX Methods for Pricing Fixed Strike Asian Options with Jump-Diffusion Models (Q5205236) (← links)
- On accurate and provably efficient GARCH option pricing algorithms (Q5697325) (← links)
- On buybacks, dilutions, dividends, and the pricing of stock‐based claims (Q6054410) (← links)
