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Academic Journal

An Iteration Algorithm for American Options Pricing Based on Reinforcement Learning.

Authors : Li, Nan¹ (AUTHOR)

Source: Symmetry (20738994). Jul2022, Vol. 14 Issue 7, pN.PAG-N.PAG. 15p.

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Academic Journal

Numerical Valuation of European and American Options under Fractional Black-Scholes Model.

Authors : Yang, Pei¹ (AUTHOR) ; Xu, Zuoliang¹ (AUTHOR)

Source: Fractal & Fractional. Mar2022, Vol. 6 Issue 3, p143-143. 15p.

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Academic Journal

Pricing American Options by a Fourier Transform Multinomial Tree in a Conic Market.

Authors : Wang, Weiwei¹ (AUTHOR); Hu, Xiaoping² (AUTHOR)

Source: Discrete Dynamics in Nature & Society. 9/26/2022, Vol. 2022, p1-10. 10p.

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Academic Journal

Operators and Boundary Problems in Finance, Economics and Insurance: Peculiarities, Efficient Methods and Outstanding Problems.

Authors : Levendorskiĭ, Sergei¹ (AUTHOR)

Source: Mathematics (2227-7390). Apr2022, Vol. 10 Issue 7, p1028-1028. 36p.

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Academic Journal

Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing.

Authors : KHARRAT, Mohamed¹ ; BASTIN, Fabian²

Source: Turkish Journal of Mathematics. 2022, Vol. 46 Issue 1, p71-86. 16p.

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Academic Journal

Adaptive neural network surrogate model for solving the implied volatility of time-dependent American option via Bayesian inference.

Authors : Qian, Yiyuan¹; Zhang, Kai¹ ; Li, Jingzhi²

Source: Electronic Research Archive. 2022, Vol. 30 Issue 6, p1-21. 21p.

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Academic Journal

Long-time asymptotic behaviour of the value function in nonlinear stopping problems.

Authors : Klimsiak, Tomasz¹ ; Rozkosz, Andrzej²

Source: ALEA. Latin American Journal of Probability & Mathematical Statistics. 2022, Vol. 19 Issue 2, p1133-1160. 28p.

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Academic Journal

Analytic Approximation for American Straddle Options.

Authors : Goard, Joanna¹ (AUTHOR) ; AbaOud, Mohammed² (AUTHOR)

Source: Mathematics (2227-7390). May2022, Vol. 10 Issue 9, p1401-1401. 14p.

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فلترة النتائج

An Iteration Algorithm for American Options Pricing Based on Reinforcement Learning.

Numerical Valuation of European and American Options under Fractional Black-Scholes Model.

Pricing American Options by a Fourier Transform Multinomial Tree in a Conic Market.

Operators and Boundary Problems in Finance, Economics and Insurance: Peculiarities, Efficient Methods and Outstanding Problems.

Continuation value computation using Malliavin calculus under general volatility stochastic process for American option pricing.

Adaptive neural network surrogate model for solving the implied volatility of time-dependent American option via Bayesian inference.

Long-time asymptotic behaviour of the value function in nonlinear stopping problems.

Analytic Approximation for American Straddle Options.

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