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MrPPL/FNNMC: Overcoming the Feature Selection Issue in the Pricing of American Options

• Authors : Peter Pommergård Lind

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Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

• Authors : Marasovic Branka; Aljinovic Zdravka; Poklepovic Tea

• Source: International Journal of Economics and Management Engineering, 0.0(8), (2014-04-17) ; 14PT04, International Conference on Economics and Marketing, Lisbon, Portugal, Apr 17-18, 2014

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Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing

• Authors : Marasovic Branka; Aljinovic Zdravka; Poklepovic Tea

Subjects: Bjerksund and Stensland approximations; Computational analysis; Finance

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greeks: Sensitivities of Prices of Financial Options and Implied Volatilities

• Authors : Hudde, Anselm

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greeks: Sensitivities of Prices of Financial Options and Implied Volatilities

• Authors : Hudde, Anselm

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lucapelizzari/Optimal_Stopping_with_signatures: Zenodo

• Authors : lucapelizzari

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A comparative effectiveness of stochastic approximation method and pseudo inversion method for solution to PDE with financial application

• Authors : Bright O. Osu; Okechukwu U. Solomon

Subjects: Financial PDE; Stochastic algorithm; Drifted system

• Source: Journal of Progressive Research in Mathematics, 6(4), 864-874, (2016-03-04)

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Equity American Option Valuation Guide

• Authors : Xiao, David

Subjects: equity option; American option; European option

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Equity American Option Valuation Guide

• Authors : Xiao, David

Subjects: equity option; American option; European option

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Equity American Option Valuation Guide

• Authors : Xiao, David

Subjects: equity option; American option; European option

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