Pages that link to "Item:Q1608813"
From MaRDI portal
The following pages link to Evaluating approximations to the optimal exercise boundary for American options (Q1608813):
Displaying 4 items.
- Fast and accurate calculation of American option prices (Q1715613) (← links)
- On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
- Early Exercise Boundary for American Type of Floating Strike Asian Option and Its Numerical Approximation (Q2889595) (← links)
- Sixth-order compact differencing with staggered boundary schemes and \(3(2)\) Bogacki-Shampine pairs for pricing free-boundary options (Q6631815) (← links)
