Results 251 to 260 of about 12,937,663 (263)

An approximation of American option prices in a jump-diffusion model

Stochastic Processes and Their Applications, 1996
Sabrina Mulinacci
exaly  

Robust Pricing of the American Put Option: A Note on Richardson Extrapolation and the Early Exercise Premium

Management Science, 2003
Alfredo Ibañez
exaly  

American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach

Operations Research, 2014
Yanchu Liu
exaly  

Kernel-based Monte Carlo simulation for American option pricing

Expert Systems With Applications, 2009
Jaewook Lee
exaly  

CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET

Mathematical Finance, 2008
Xinfu Chen, Weian Zheng, John Chadam
exaly  

Characterization of the American Put Option Using Convexity

Applied Mathematical Finance, 2011
Dejun Xie
exaly  

Optimal exercise boundary for an American put option

Applied Mathematical Finance, 1998
exaly  

American option pricing with imprecise risk-neutral probabilities

International Journal of Approximate Reasoning, 2008
Silvia Muzzioli
exaly  

Multigrid for American option pricing with stochastic volatility

Applied Mathematical Finance, 1999
exaly  

PERPETUAL CANCELLABLE AMERICAN CALL OPTION

Mathematical Finance, 2012
exaly