Pages that link to "Item:Q2917437"
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The following pages link to Fourier Cosine Expansions and Put–Call Relations for Bermudan Options (Q2917437):
Displayed 5 items.
- Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
- Pricing Bermudan options under local Lévy models with default (Q2408753) (← links)
- COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
- On a Neural Network to Extract Implied Information from American Options (Q5103918) (← links)
- Representations for conditional expectations and applications to pricing and hedging of financial products in Lévy and jump-diffusion setting (Q5742555) (← links)