Results 261 to 270 of about 4,514,037 (280)

An efficient finite element method for pricing American multi-asset put options

Communications in Nonlinear Science and Numerical Simulation, 2015
Haiming Song, Ran Zhang
exaly  

Pricing multi-asset American-style options by memory reduction Monte Carlo methods

Applied Mathematics and Computation, 2006
Raymond Honfu Chan
exaly  

On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation

Communications in Nonlinear Science and Numerical Simulation, 2020
Mehdi Dehghan, Ali Foroush Bastani, Mohammad Shirzadi   +2 more
exaly  

Multi-Asset Option Pricing

2005
openaire   +1 more source

Parallel Valuation of the Lower and Upper Bound Prices for Multi-asset Bermudan Options

Lecture Notes in Computer Science, 2012
Ka Lok Man
exaly  

Multi-Asset Exotic Options

2012
openaire   +1 more source

A general control variate method for multi-dimensional SDEs: An application to multi-asset options under local stochastic volatility with jumps models in finance

European Journal of Operational Research, 2017
Akihiko Takahashi, Kenichiro Shiraya
exaly  

The decoupling approach to binomial pricing of multi-asset options

The Journal of Computational Finance, 2009
Ralf Korn, Stefanie Müller
openaire   +1 more source

Evaluation the Price of Multi-Asset Rainbow Options Using Monte Carlo Method ()

Journal of Applied Mathematics and Physics, 2016
exaly  

Multi-Asset European Option and Flat Geometry

2008
openaire   +1 more source