Pages that link to "Item:Q751451"
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The following pages link to Variational inequalities and the pricing of American options (Q751451):
Displaying 50 items.
- The early exercise premium representation for American options on multiply assets (Q253081) (← links)
- Functional inequalities, regularity and computation of the deficit and surplus variables in the financial equilibrium problem (Q300767) (← links)
- New existence theorems for quasi-variational inequalities and applications to financial models (Q322667) (← links)
- On a system of extended general variational inclusions (Q360511) (← links)
- Valuation of the prepayment option of a perpetual corporate loan (Q370357) (← links)
- The structure of fixed-point sets of Lipschitzian type semigroups (Q385217) (← links)
- Extended extragradient methods for generalized variational inequalities (Q410894) (← links)
- Modified Noor's extragradient method for solving generalized variational inequalities in Banach spaces (Q417156) (← links)
- Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251) (← links)
- Algorithms for solving system of extended general variational inclusions and fixed points problems (Q448735) (← links)
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- A fixed point method for the linear complementarity problem arising from American option pricing (Q519227) (← links)
- An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248) (← links)
- A generalized hybrid steepest-descent method for variational inequalities in Banach spaces (Q536888) (← links)
- Evaluating American put options on zero-coupon bonds by a penalty method (Q544230) (← links)
- Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
- Convergence of hybrid steepest-descent methods for variational inequalities (Q597167) (← links)
- An analytic formula for the price of an American-style Asian option of floating strike type (Q613214) (← links)
- Forest of stochastic meshes: a new method for valuing high-dimensional swing options (Q631202) (← links)
- A network of options: evaluating complex interdependent decisions under uncertainty (Q633325) (← links)
- Strong convergence of iterative methods by strictly pseudocontractive mappings in Banach spaces (Q640126) (← links)
- Algorithms with strong convergence for a system of nonlinear variational inequalities in Banach spaces (Q640127) (← links)
- Strong convergence of an iterative algorithm for variational inequalities in Banach spaces (Q646088) (← links)
- Variational formulation for a general dynamic financial equilibrium problem: balance law and liability formula (Q654053) (← links)
- Iterative algorithms for general multivalued variational inequalities (Q655609) (← links)
- Iterative methods for triple hierarchical variational inequalities in Hilbert spaces (Q662865) (← links)
- Optimal stopping and American options with discrete dividends and exogenous risk (Q704408) (← links)
- An explicit series approximation to the optimal exercise boundary of American put options (Q718216) (← links)
- The early exercise boundary under the jump to default extended CEV model (Q781553) (← links)
- Implicit-explicit Runge-Kutta methods for financial derivatives pricing models (Q819096) (← links)
- The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062) (← links)
- An explicit finite difference approach to the pricing problems of perpetual Bermudan options (Q842831) (← links)
- A generalized complementarity approach to solving real option problems (Q844678) (← links)
- On the singular set of the parabolic obstacle problem (Q858698) (← links)
- Convergence of a fitted finite volume method for the penalized Black-Scholes equation governing European and American option pricing (Q878048) (← links)
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- On the convergence of projected triangular decomposition methods for pricing American options with stochastic volatility (Q907564) (← links)
- Free boundary and optimal stopping problems for American Asian options (Q928494) (← links)
- Three-step relaxed hybrid steepest-descent methods for variational inequalities (Q940373) (← links)
- Strong convergence of three-step relaxed hybrid steepest-descent methods for variational inequalities (Q945232) (← links)
- Variational inequalities in Hilbert spaces with measures and optimal stopping problems (Q946223) (← links)
- A fast high-order finite difference algorithm for pricing American options (Q952074) (← links)
- An irregular grid approach for pricing high-dimensional American options (Q952083) (← links)
- A new hybrid iterative algorithm for variational inequalities (Q969150) (← links)
- Modified extragradient methods for a system of variational inequalities in Banach spaces (Q970511) (← links)
- Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options (Q976775) (← links)
- Superconvergence estimates of finite element methods for American options (Q993293) (← links)
- Convergence analysis of modified hybrid steepest-descent methods with variable parameters for variational inequalities (Q995948) (← links)
- On modified hybrid steepest-descent methods for general variational inequalities (Q996912) (← links)
- Evolutionary variational inequalities applied to financial equilibrium problems in an environment of risk and uncertainty (Q999958) (← links)