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Numerical analysis
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Option pricing theory
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Review of derivatives research
International journal of theoretical and applied finance
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1
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes
Li, Minqiang
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 177-217
Persistent link: https://www.econbiz.de/10008695491
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2
Analytical approximations for the critical stock prices of American options : a performance comparison
Li, Minqiang
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 75-99
Persistent link: https://www.econbiz.de/10008695500
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3
Exchange option pricing under stochastic volatility : a correlation expansion
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10008695501
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4
A fast Fourier transform technique for pricing American options under stochastic volatility
Zhylyevskyy, Oleksandr
- In:
Review of derivatives research
13
(
2010
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10008695503
Saved in:
5
Lean Trees : a general approach for improving performance of lattice models for option pricing
Baule, Rainer
;
Wilkens, Marco
- In:
Review of derivatives research
7
(
2004
)
1
,
pp. 53-72
Persistent link: https://www.econbiz.de/10002012150
Saved in:
6
Convergence of numerical methods for valuing path-dependent options using interpolation
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Zvan, R.
- In:
Review of derivatives research
5
(
2002
)
3
,
pp. 273-314
Persistent link: https://www.econbiz.de/10001743284
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