Pages that link to "Item:Q2007600"
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The following pages link to Pricing of American options, using the Brennan-Schwartz algorithm based on finite elements (Q2007600):
Displaying 6 items.
- Path-dependent game options with Asian features (Q2128183) (← links)
- Perpetual game options with a multiplied penalty (Q2204529) (← links)
- A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
- A new approach for pricing discounted American options (Q2656825) (← links)
- Primal-Dual Active-Set Method for the Valuation Of American Exchange Options (Q6139023) (← links)
- Primal-dual active set method for evaluating American put options on zero-coupon bonds (Q6552647) (← links)
