Results 271 to 280 of about 7,186,614 (320)
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An approximate moving boundary method for American option pricing

European Journal of Operational Research, 2015
A. Chockalingam, K. Muthuraman
semanticscholar   +1 more source

American Option Valuation under Continuous-Time Markov Chains

Advances in Applied Probability, 2015
Björn Eriksson, M. Pistorius
semanticscholar   +1 more source

High Performance American Option Pricing

, 2016
Leif B. G. Andersen   +2 more
semanticscholar   +1 more source

Parallel simulation of high‐dimensional American option pricing based on CPU versus MIC

Concurrency and Computation, 2015
Yonghong Hu   +3 more
semanticscholar   +1 more source

American Options

2022
openaire   +1 more source

A superconvergent fitted finite volume method for Black–Scholes equations governing European and American option valuation

, 2015
Song Wang, Shuhua Zhang, Z. Fang
semanticscholar   +1 more source

The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches

, 2014
C. Chiarella, Boda Kang, G. Meyer
semanticscholar   +1 more source

Pricing perpetual American floating strike lookback option under multiscale stochastic volatility model

Chaos, Solitons and Fractals, 2020
Guohe Deng
exaly  

American Options

2011
openaire   +2 more sources

Extracting Risk-Neutral Density and Its Moments from American Option Prices

Jurnal derivate, 2011
Yisong S. Tian
semanticscholar   +1 more source
american options
option pricing
optimal stopping
mathematics
numerical methods including monte carlo methods
finance etc.
stochastic volatility
free boundary
geometric brownian motion
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