Pages that link to "Item:Q4554433"

The following pages link to A new integral equation formulation for American put options (Q4554433):

Displayed 6 items.

• High-performance computation of pricing two-asset American options under the Merton jump-diffusion model on a GPU (Q825500) ‎ (← links)
• Fast and accurate calculation of American option prices (Q1715613) ‎ (← links)
• A policy iteration algorithm for the American put option and free boundary control problems (Q1989210) ‎ (← links)
• A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) ‎ (← links)
• Perpetual cancellable American options with convertible features (Q6067091) ‎ (← links)
• (Q6156181) ‎ (← links)