Pages that link to "Item:Q3114791"

The following pages link to The Valuation of American Options for a Class of Diffusion Processes (Q3114791):

Displaying 33 items.

• Valuing American options under the CEV model by Laplace-Carson transforms (Q613360) (← links)
• Optimal investment strategy for annuity contracts under the constant elasticity of variance (CEV) model (Q659085) (← links)
• American options and callable bonds under stochastic interest rates and endogenous bankruptcy (Q660162) (← links)
• Constant elasticity of variance model for proportional reinsurance and investment strategies (Q661201) (← links)
• The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
• A generalized complementarity approach to solving real option problems (Q844678) (← links)
• Optimal portfolios for DC pension plans under a CEV model (Q1023114) (← links)
• A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
• Valuation of American strangles through an optimized lower-upper bound approach (Q1655917) (← links)
• The \textit{CEV} model and its application in a study of optimal investment strategy (Q1718118) (← links)
• Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance (Q1799638) (← links)
• American options and stochastic interest rates (Q2109007) (← links)
• Valuing American-style options under the CEV model: an integral representation based method (Q2180299) (← links)
• Early exercise boundaries for American-style knock-out options (Q2183887) (← links)
• A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
• An efficient numerical method for pricing American put options under the CEV model (Q2226255) (← links)
• CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
• Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
• Portfolio selection problem with multiple risky assets under the constant elasticity of variance model (Q2427824) (← links)
• Collaboration in tool development and capacity investments in high technology manufacturing networks (Q2467247) (← links)
• A closed-form solution to American options under general diffusion processes (Q2869962) (← links)
• BOUNDARY EVOLUTION EQUATIONS FOR AMERICAN OPTIONS (Q2875727) (← links)
• American Option Valuation with Particle Filters (Q2917425) (← links)
• Pricing European Options Under Stochastic Volatilities Models (Q2960559) (← links)
• LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184) (← links)
• (Q5085891) (← links)
• A new method for generating approximation algorithms for financial mathematics applications (Q5745631) (← links)
• A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
• The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)
• An implicit scheme for American put options (Q6057151) (← links)
• On the Continuity of Optimal Stopping Surfaces for Jump-Diffusions (Q6157887) (← links)
• An efficient and provable sequential quadratic programming method for American and swing option pricing (Q6586252) (← links)
• The valuation of American options with the stochastic liquidity risk and jump risk (Q6608229) (← links)