Pages that link to "Item:Q2456420"
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The following pages link to New insights on testing the efficiency of methods of pricing and hedging American options (Q2456420):
Displaying 5 items.
- The implication of missing the optimal-exercise time of an American option (Q319234) (← links)
- A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
