Pages that link to "Item:Q2150964"
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The following pages link to Pricing the American options using the Black-Scholes pricing formula (Q2150964):
Displaying 10 items.
- Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499) (← links)
- On the solution of two-dimensional fractional Black-Scholes equation for European put option (Q2058204) (← links)
- An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- Pricing the American options: a closed-form, simple formula (Q2140741) (← links)
- A new approach for pricing discounted American options (Q2656825) (← links)
- FINITE DIFFERENCE METHOD FOR THE TWO-DIMENSIONAL BLACK-SCHOLES EQUATION WITH A HYBRID BOUNDARY CONDITION (Q5213111) (← links)
- A reduced-order model based on cubic B-spline basis function and SSP Runge-Kutta procedure to investigate option pricing under jump-diffusion models (Q6044013) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
- American rainbow option pricing formulae in uncertain environment (Q6080549) (← links)
