Pages that link to "Item:Q1960553"
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The following pages link to Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions (Q1960553):
Displaying 13 items.
- A spectral method for an optimal investment problem with transaction costs under potential utility (Q515774) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- The implied risk neutral density dynamics: evidence from the S\&P TSX 60 index (Q670416) (← links)
- Hedging using simulation: a least squares approach (Q956433) (← links)
- Analytical pricing of American options (Q1937837) (← links)
- A pseudospectral method for option pricing with transaction costs under exponential utility (Q2029418) (← links)
- A moving boundary approach to American option pricing (Q2654413) (← links)
- A PATH INTEGRAL APPROACH TO DERIVATIVE SECURITY PRICING II: NUMERICAL METHODS (Q3022036) (← links)
- Approximation of Dynamic Programs (Q3112476) (← links)
- HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144) (← links)
- LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184) (← links)
- Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
