Pages that link to "Item:Q4677660"
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The following pages link to Pricing and Hedging American Options Using Approximations by Kim Integral Equations * (Q4677660):
Displayed 23 items.
- An improved method for pricing and hedging long dated American options (Q323396) (← links)
- Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options (Q343983) (← links)
- Pricing American continuous-installment options under stochastic volatility model (Q482015) (← links)
- A decomposition approach via Fourier sine transform for valuing American knock-out options with rebates (Q508042) (← links)
- American continuous-installment options of barrier type (Q890621) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- Valuation for an American continuous-installment put option on bond under Vasicek interest rate model (Q1040023) (← links)
- How should a convertible bond be decomposed? (Q1938898) (← links)
- Pricing puttable convertible bonds with integral equation approaches (Q1999664) (← links)
- An integral equation approach for the valuation of American-style down-and-out calls with rebates (Q2006630) (← links)
- A new integral equation approach for pricing American-style barrier options with rebates (Q2199770) (← links)
- Valuation of non-recourse stock loan using an integral equation approach (Q2214107) (← links)
- American chooser options (Q2271613) (← links)
- Integral equations for Rost's reversed barriers: existence and uniqueness results (Q2403714) (← links)
- Efficient Meshfree Method for Pricing European and American Put Options on a Non-dividend Paying Asset (Q2801932) (← links)
- Pricing American options written on two underlying assets (Q2879038) (← links)
- THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (Q3084604) (← links)
- An integral equation for American put options on assets with general dividend processes (Q3108380) (← links)
- American Call Options Under Jump‐Diffusion Processes – A Fourier Transform Approach (Q3395729) (← links)
- Pricing American-style Parisian up-and-out call options (Q4575271) (← links)
- MATHEMATICAL PROPERTIES OF AMERICAN CHOOSER OPTIONS (Q4645333) (← links)
- American Strangle Options (Q5149268) (← links)
- (Q6156181) (← links)