Pages that link to "Item:Q5374084"
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The following pages link to Randomization and the American Put (Q5374084):
Displaying 50 items.
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
- An insurance risk model with Parisian implementation delays (Q479172) (← links)
- A spectral-collocation method for pricing perpetual American puts with stochastic volatility (Q547966) (← links)
- Pricing perpetual American options under a stochastic-volatility model with fast mean reversion (Q550461) (← links)
- Valuing American options under the CEV model by Laplace-Carson transforms (Q613360) (← links)
- Valuing executive stock options: a quadratic approximation (Q613458) (← links)
- A Wiener-Hopf Monte Carlo simulation technique for Lévy processes (Q657695) (← links)
- American options: the EPV pricing model (Q665543) (← links)
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- The randomized American option as a classical solution to the penalized problem (Q898213) (← links)
- Dynamic asset pricing theory with uncertain time-horizon (Q956467) (← links)
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
- An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes (Q990425) (← links)
- Option pricing, maturity randomization and distributed computing (Q991134) (← links)
- On perpetual American put valuation and first-passage in a regime-switching model with jumps (Q1003346) (← links)
- Pricing perpetual American catastrophe put options: A penalty function approach (Q1017770) (← links)
- A general framework for evaluating executive stock options (Q1027368) (← links)
- Valuing continuous-installment options (Q1044158) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options (Q1431556) (← links)
- The valuation of American barrier options using the decomposition technique (Q1583156) (← links)
- Beating the omega clock: an optimal stopping problem with random time-horizon under spectrally negative Lévy models (Q1617121) (← links)
- Volatility smile as relativistic effect (Q1620616) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- Fast Laplace transform methods for free-boundary problems of fractional diffusion equations (Q1703050) (← links)
- On the methods of pricing American options: case study (Q1703539) (← links)
- An integration by parts type formula for stopping times and its application (Q1707041) (← links)
- A note on a Lévy insurance risk model under periodic dividend decisions (Q1716923) (← links)
- Laplace transform method for pricing American CEV strangles option with two free boundaries (Q1727172) (← links)
- On the dual risk model with Parisian implementation delays in dividend payments (Q1752782) (← links)
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- On the valuation of constant barrier options under spectrally one-sided exponential Lévy models and Carr's approximation for American puts. (Q1766027) (← links)
- Numerical methods for pricing American options with time-fractional PDE models (Q1793314) (← links)
- Direct computation for American put option and free boundary using finite difference method (Q1943082) (← links)
- The random-time binomial model (Q1960552) (← links)
- Analytic solution for American strangle options using Laplace-Carson transforms (Q2005252) (← links)
- Analytically pricing double barrier options based on a time-fractional Black-Scholes equation (Q2007174) (← links)
- Probabilistic approach to free boundary problems and pricing of American options (Q2016260) (← links)
- An improved Barone-Adesi Whaley formula for turbulent markets (Q2074890) (← links)
- Variable annuity with a surrender option under multiscale stochastic volatility (Q2111544) (← links)
- Moments and polynomial expansions in discrete matrix-analytic models (Q2145823) (← links)
- On the randomized Schmitter problem (Q2152226) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- The Leland-Toft optimal capital structure model under Poisson observations (Q2211349) (← links)
- The correction of multiscale stochastic volatility to American put option: an asymptotic approximation and finite difference approach (Q2236410) (← links)
- CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
- On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
