Results 321 to 330 of about 2,199,003 (334)
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Numerical evaluation of the critical price and American options
European Journal of Finance, 1995Robert J Elliott
exaly
The Valuation of American Options for a Class of Diffusion Processes
Management Science, 2002Jerome B Detemple
exaly
Pricing American-Style Derivatives with European Call Options
Management Science, 2006Michael C Fu, Andrew Eb Lim
exaly
A predictor–corrector approach for pricing American options under the finite moment log-stable model
Applied Numerical Mathematics, 2015Wenting Chen, Xiang Xu, Song-Ping Zhu
exaly
Closed-Form Solutions for Perpetual American Put Options with Regime Switching
SIAM Journal on Applied Mathematics, 2004Qing Zhang
exaly