Pages that link to "Item:Q4653901"

The following pages link to Convergence of Binomial Tree Methods for European/American Path-Dependent Options (Q4653901):

Displaying 32 items.

• An analysis of path-dependent options (Q261989) (← links)
• Convergence rate of free boundary of numerical scheme for American option (Q316892) (← links)
• A binomial approximation for two-state Markovian HJM models (Q539146) (← links)
• A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
• On pricing arithmetic average reset options with multiple reset dates in a lattice framework (Q633988) (← links)
• Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139) (← links)
• Convergence of the binomial tree method for Asian options in jump-diffusion models (Q874917) (← links)
• Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
• Adaptive \(\theta \)-methods for pricing American options (Q952094) (← links)
• A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
• Superconvergence estimates of finite element methods for American options (Q993293) (← links)
• On the practical point of view of option pricing (Q2101128) (← links)
• An integral equation representation approach for valuing Russian options with a finite time horizon (Q2198865) (← links)
• Error estimates for backward Euler finite element approximations of American call option valuation (Q2206646) (← links)
• Non-recombining trinomial tree pricing model and calibration for the volatility smile (Q2316688) (← links)
• Convergence of the trinomial tree method for pricing European/American options (Q2381353) (← 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)
• Pricing of perpetual American and Bermudan options by binomial tree method (Q2480271) (← links)
• Analytical binomial lookback options with double-exponential jumps (Q2510894) (← links)
• The free boundary problem of American butterfly option (Q2874186) (← links)
• CONVERGENCE OF EUROPEAN LOOKBACK OPTIONS WITH FLOATING STRIKE IN THE BINOMIAL MODEL (Q2874731) (← links)
• INTENSITY-BASED MODELS FOR PRICING MORTGAGE-BACKED SECURITIES WITH REPAYMENT RISK UNDER A CIR PROCESS (Q2892979) (← links)
• Pricing jump risk with utility indifference (Q3623407) (← links)
• Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684) (← links)
• Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
• Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution (Q4683106) (← links)
• OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE (Q4906544) (← links)
• (Q5083311) (← links)
• A new sampling strategy willow tree method with application to path-dependent option pricing (Q5397423) (← links)
• The obstacle problem for a class of hypoelliptic ultraparabolic equations (Q5438180) (← links)
• CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS (Q5472777) (← links)