Pages that link to "Item:Q665543"
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The following pages link to American options: the EPV pricing model (Q665543):
Displaying 16 items.
- Advantages of the Laplace transform approach in pricing first touch digital options in Lévy-driven models (Q334773) (← links)
- Technological advances and the decision to invest (Q470669) (← links)
- Real options with unknown-date events (Q645513) (← links)
- Investment timing in presence of downside risk: a certainty equivalent characterization (Q666451) (← links)
- Optimal stopping made easy (Q878006) (← links)
- Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach (Q904596) (← links)
- Fast and accurate pricing of barrier options under Lévy processes (Q964690) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- Probabilistic approach to free boundary problems and pricing of American options (Q2016260) (← links)
- A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
- Exit problems in regime-switching models (Q2469551) (← links)
- On Optimal Stopping Problems for Matrix-Exponential Jump-Diffusion Processes (Q2897161) (← links)
- On singular stochastic control and optimal stopping of spectrally negative jump diffusions (Q3612253) (← links)
- A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
- Approximate Wiener--Hopf Factorization and Monte Carlo Methods for Lévy Processes (Q5232086) (← links)
- Efficient pricing of swing options in Lévy-driven models (Q5397406) (← links)
