Results 281 to 290 of about 7,186,614 (320)

Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation

SIAM Journal on Numerical Analysis, 2001
Yanping Lin
exaly  

American Options

2018
Giuseppe Campolieti, Roman N. Makarov
openaire   +1 more source

American Options

1997
Marek Musiela, Marek Rutkowski
openaire   +1 more source

American option prices in a Markov chain market model

, 2012
J. Hoek, R. Elliott
semanticscholar   +1 more source

American Options

2008
  +4 more sources

Computing American option prices in the lognormal jump–diffusion framework with a Markov chain

, 2011
Jean-Guy Simonato
semanticscholar   +1 more source

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

Management Science, 2003
Alfredo Ibañez
exaly  

Convergence property of an interior penalty approach to pricing american option

, 2011
Kai Zhang, Song Wang
semanticscholar   +1 more source

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

Stochastic Processes and Their Applications, 1996
Sabrina Mulinacci
exaly  

Real options and American options

2007
openaire   +1 more source