Pages that link to "Item:Q4361790"
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The following pages link to Numerical Analysis of American Option Pricing in a Jump-Diffusion Model (Q4361790):
Displayed 12 items.
- Numerical solution of two asset jump diffusion models for option valuation (Q928833) (← links)
- Pricing options under jump diffusion processes with fitted finite volume method (Q945264) (← links)
- Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)
- Pricing American options when asset prices jump (Q969504) (← links)
- Extrapolation discontinuous Galerkin method for ultraparabolic equations (Q1002210) (← links)
- On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. (Q1766027) (← links)
- A penalty method for American options with jump diffusion processes (Q1889909) (← links)
- The critical price for the American put in an exponential Lévy model (Q2271721) (← links)
- On the solution of complementarity problems arising in American options pricing (Q3096882) (← links)
- CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (Q4796575) (← links)
- Optimal portfolio model under compound jump processes (Q4932910) (← links)
- On American Options Under the Variance Gamma Process (Q5297932) (← links)
