The following pages link to (Q2771101):
Displaying 9 items.
- Valuing American options under the CEV model by Laplace-Carson transforms (Q613360) (← links)
- American Parisian options (Q881414) (← links)
- On the duality principle in option pricing: semimartingale setting (Q928504) (← links)
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
- Pricing and Hedging of Quantile Options in a Flexible Jump Diffusion Model (Q3094682) (← links)
- A finite volume–alternating direction implicit method for the valuation of American options under the Heston model (Q5030557) (← links)
- Perpetual American options with asset-dependent discounting (Q6139952) (← links)
- FX Open Forward (Q6657683) (← links)
