The following pages link to (Q4261798):
Displaying 5 items.
- Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
- Optimal surrender of guaranteed minimum maturity benefits under stochastic volatility and interest rates (Q1742704) (← links)
- Numerical valuation of options with jumps in the underlying (Q1775609) (← links)
- A penalty method for American options with jump diffusion processes (Q1889909) (← links)
- Computation and sensitivity analysis of the pricing of American call options (Q2493775) (← links)
