Pages that link to "Item:Q4372039"

The following pages link to CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS¹ (Q4372039):

Displaying 47 items.

• Discrete-time bond and option pricing for jump-diffusion processes (Q375257) (← links)
• Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251) (← links)
• Evaluating fair premiums of equity-linked policies with surrender option in a bivariate model (Q659140) (← links)
• A generalized complementarity approach to solving real option problems (Q844678) (← links)
• Convergence and biases of Monte Carlo estimates of American option prices using a parametric exercise rule (Q951396) (← links)
• Numerical methods for Lévy processes (Q964687) (← links)
• Error estimates for binomial approximations of game options (Q997959) (← links)
• A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
• Error estimates for the binomial approximation of American put options (Q1296626) (← links)
• Pricing American-style securities using simulation (Q1391436) (← links)
• Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex (Q1621900) (← links)
• The optimal-drift model: an accelerated binomial scheme (Q1936831) (← links)
• Mixing Monte-Carlo and partial differential equations for pricing options (Q1951209) (← links)
• Applications of weak convergence for hedging of game options (Q1958505) (← links)
• Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets (Q2127475) (← links)
• Weak Galerkin finite element method for valuation of American options (Q2259116) (← links)
• A method-of-lines approach for solving American option problems (Q2332986) (← links)
• Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
• On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)
• Smooth convergence in the binomial model (Q2463704) (← links)
• Option valuation by using discrete singular convolution (Q2570721) (← links)
• Valuation of the American put option as a free boundary problem through a high-order difference scheme (Q2698660) (← links)
• Stochastic approximation methods for American type options (Q2807793) (← links)
• Convergence of option rewards for multivariate price processes (Q2849283) (← links)
• A closed-form solution to American options under general diffusion processes (Q2869962) (← links)
• On the analytical/numerical pricing of American put options against binomial tree prices (Q2893069) (← links)
• A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS (Q3423398) (← links)
• Efficient Pricing of Derivatives on Assets with Discrete Dividends (Q3424328) (← links)
• Finite volume methods for the valuation of American options (Q3428051) (← links)
• Binomial models for option valuation - examining and improving convergence (Q4541535) (← links)
• Optimal Stopping and Reselling of European Options (Q4562221) (← links)
• Efficient option valuation using trees (Q4804518) (← links)
• (Q4994283) (← links)
• Perpetual American Put Option: an Error Estimator for Non-Standard Finite Difference Scheme (Q5049834) (← links)
• (Q5083311) (← links)
• An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation (Q5156976) (← links)
• Front-fixing FEMs for the pricing of American options based on a PML technique (Q5249951) (← links)
• Projection and Contraction Method for the Valuation of American Options (Q5251351) (← links)
• Spectral properties of trinomial trees (Q5438850) (← links)
• An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092) (← links)
• Pricing Ratchet Equity-Indexed Annuities with Early Surrender Risk in a CIR++ Model (Q5742647) (← links)
• Truncation and acceleration of the Tian tree for the pricing of American put options (Q5745638) (← links)
• (Q5860884) (← links)
• American option pricing under GARCH by a Markov chain approximation (Q5941429) (← links)
• A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
• Two‐dimensional Haar wavelet based approximation technique to study the sensitivities of the price of an option (Q6089117) (← links)
• A wavelet‐based novel approximation to investigate the sensitivities of various path‐independent binary options (Q6182371) (← links)