Pages that link to "Item:Q4554433"
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The following pages link to A new integral equation formulation for American put options (Q4554433):
Displaying 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)
