Pages that link to "Item:Q3637887"
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The following pages link to THE EVALUATION OF AMERICAN OPTION PRICES UNDER STOCHASTIC VOLATILITY AND JUMP-DIFFUSION DYNAMICS USING THE METHOD OF LINES (Q3637887):
Displayed 14 items.
- A mixed derivative terms removing method in multi-asset option pricing problems (Q289274) (← links)
- An improved method for pricing and hedging long dated American options (Q323396) (← links)
- The evaluation of barrier option prices under stochastic volatility (Q356102) (← links)
- A finite element discretization method for option pricing with the Bates model (Q435146) (← links)
- The evaluation of American options in a stochastic volatility model with jumps: an efficient finite element approach (Q614340) (← links)
- Minimum return guarantees with fund switching rights -- an optimal stopping problem (Q658637) (← links)
- A fast Fourier transform technique for pricing American options under stochastic volatility (Q965893) (← links)
- Analytical pricing of American options (Q1937837) (← links)
- An operator splitting harmonic differential quadrature approach to solve Young's model for life insurance risk (Q2445357) (← links)
- Adaptive finite differences and IMEX time-stepping to price options under Bates model (Q2804503) (← links)
- Pricing American options written on two underlying assets (Q2879038) (← links)
- A Componentwise Splitting Method for Pricing American Options Under the Bates Model (Q5189607) (← links)
- American option valuation in a stochastic volatility model with transaction costs (Q5265796) (← links)
- The representation of American options prices under stochastic volatility and jump-diffusion dynamics (Q5746758) (← links)