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Search: subject:"Early exercise boundary"
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Early exercise boundary
11
Optionspreistheorie
11
Option pricing theory
10
Option trading
8
Optionsgeschäft
8
Volatility
7
Volatilität
7
Stochastischer Prozess
5
American option pricing
4
American options
4
Early exercise premium
4
Heston model
4
J-formula
4
J-law
4
J-process
4
Stochastic process
4
Stochastic volatility model
4
early exercise boundary
4
Black-Scholes model
3
Black-Scholes-Modell
3
CEV model
3
Derivat
3
Derivative
3
JDCEV model
2
Option pricing
2
Static hedging
2
Stochastic volatility
2
American Options
1
American call option
1
American call option, Stochastic volatility, Early exercise boundary, Chebyshev polynomials
1
American option
1
American put option
1
American put options
1
American-style options
1
Asymptotic expansion
1
Bank
1
Bank lending
1
Bermudan option
1
Black–Scholes–Barenblatt
1
Chebyshev polynomials
1
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Undetermined
8
Free
6
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Article
14
Book / Working Paper
3
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Article in journal
10
Aufsatz in Zeitschrift
10
Article
2
Thesis
1
Working Paper
1
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English
14
Undetermined
3
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Dias, José Carlos
3
Iftikhar, Khurram
2
Iftikhar, Syed Faizan
2
Jerbi, Yacin
2
Kashif, Muhammad
2
Ruas, João Pedro
2
Tzavalis, Elias
2
Wang, Shijun
2
Cruz, Aricson
1
Dai, Weizhong
1
Dong, Bing
1
Goldenberg, David H.
1
Goodman, Jonathan
1
Grossinho, Maria do Rosário
1
Kord, Yaser
1
Li, Chenxu
1
Mitchell, Daniel
1
Muthuraman, Kumar
1
Nunes, Joaõ Pedro Vidal
1
Nunes, Vidal
1
Nwankwo, Chinonso I.
1
Pedro, João
1
Rodolfo, Karl
1
Sahar, Saoud
1
Umeorah, Nneka
1
Wang, Guangguang
1
Ware, Tony
1
Xu, Wei
1
Ye, Yongxin
1
Zaineb, El Kharrazi
1
Zouhir, Mahani
1
Ševčovič, Daniel
1
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School of Economics and Finance, Queen Mary
1
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Financial Innovation
2
Financial innovation : FIN
2
Asia-Pacific financial markets
1
Computational economics
1
International Journal of Financial Markets and Derivatives
1
International journal of financial engineering
1
Journal of Banking & Finance
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Review of derivatives research
1
The journal of computational finance : JFC
1
Working Paper
1
Working Papers / School of Economics and Finance, Queen Mary
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ECONIS (ZBW)
10
EconStor
3
RePEc
3
BASE
1
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1
Deep learning and American options via free boundary framework
Nwankwo, Chinonso I.
;
Umeorah, Nneka
;
Ware, Tony
;
Dai, …
- In:
Computational economics
64
(
2024
)
2
,
pp. 979-1022
Persistent link: https://www.econbiz.de/10015078072
Saved in:
2
Evaluating credit valuation adjustment with wrong-way risk for Bermudan options
Dong, Bing
;
Xu, Wei
;
Wang, Guangguang
- In:
The journal of computational finance : JFC
27
(
2023
)
3
,
pp. 115-155
Persistent link: https://www.econbiz.de/10014487048
Saved in:
3
Double barrier American put option pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
4
Early exercise premium method for pricing American options under the J-model
Jerbi, Yacin
- In:
Financial Innovation
2
(
2016
)
21
,
pp. 1-26
early
exercise
boundary
(EEB). This model is based on a closed-form solution J-formula for pricing European options, defined …
Persistent link: https://www.econbiz.de/10011808230
Saved in:
5
Loan growth and bank solvency: evidence from the Pakistani banking sector
Kashif, Muhammad
;
Iftikhar, Syed Faizan
;
Iftikhar, Khurram
- In:
Financial Innovation
2
(
2016
)
22
,
pp. 1-13
early
exercise
boundary
(EEB). This model is based on a closed-form solution J-formula for pricing European options, defined …
Persistent link: https://www.econbiz.de/10011808231
Saved in:
6
Early exercise premium method for pricing American options under the J-model
Jerbi, Yacin
- In:
Financial innovation : FIN
2
(
2016
)
21
,
pp. 1-26
early
exercise
boundary
(EEB). This model is based on a closed-form solution J-formula for pricing European options, defined …
Persistent link: https://www.econbiz.de/10011590292
Saved in:
7
Loan growth and bank solvency : evidence from the Pakistani banking sector
Kashif, Muhammad
;
Iftikhar, Syed Faizan
;
Iftikhar, Khurram
- In:
Financial innovation : FIN
2
(
2016
)
22
,
pp. 1-13
early
exercise
boundary
(EEB). This model is based on a closed-form solution J-formula for pricing European options, defined …
Persistent link: https://www.econbiz.de/10011590309
Saved in:
8
Valuing American-style options under the CEV model : an integral representation based method
Cruz, Aricson
;
Dias, José Carlos
- In:
Review of derivatives research
23
(
2020
)
1
,
pp. 63-83
Persistent link: https://www.econbiz.de/10012229783
Saved in:
9
Pricing and exercising American options : an asymptotic expansion approach
Li, Chenxu
;
Ye, Yongxin
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012312643
Saved in:
10
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
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