Pages that link to "Item:Q380484"
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The following pages link to American type geometric step options (Q380484):
Displaying 5 items.
- A penalty approximation method for a semilinear parabolic double obstacle problem (Q480830) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- American step options (Q2282524) (← links)
- PRICING STEP OPTIONS UNDER THE CEV AND OTHER SOLVABLE DIFFUSION MODELS (Q2853376) (← links)
- A Hamiltonian approach to floating barrier option pricing (Q6140930) (← links)
