نتائج البحث

An empirical study on the early exercise premium of American options: Evidence from OEX and XEO options

• Authors : Li, Weihan; Zhang, Jin E.; Ruan, Xinfeng

• Source: Journal of Futures Markets ; volume 44, issue 7, page 1117-1153 ; ISSN 0270-7314 1096-9934

تفاصيل العنوان

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

• Authors : Weiwei Wang; Xiaoping Hu

Subjects: Mathematics; QA1-939

• Source: Discrete Dynamics in Nature and Society, Vol 2022 (2022)

تفاصيل العنوان

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

• Authors : Wang, Weiwei; Hu, Xiaoping;

• Source: Discrete Dynamics in Nature and Society ; volume 2022, issue 1 ; ISSN 1026-0226 1607-887X

تفاصيل العنوان

Double continuation regions for American options under Poisson exercise opportunities

• Authors : Palmowski, Zbigniew; Pérez, José Luis; Yamazaki, Kazutoshi ...

• Source: Mathematical Finance ; volume 31, issue 2, page 722-771 ; ISSN 0960-1627 1467-9965

تفاصيل العنوان

New Methods with Capped Options for Pricing American Options

• Authors : Dongya Deng; Cuiye Peng

Subjects: Mathematics; QA1-939

• Source: Journal of Applied Mathematics, Vol 2014 (2014)

تفاصيل العنوان

The robust pricing–hedging duality for American options in discrete time financial markets

• Authors : Aksamit, Anna; Deng, Shuoqing; Obłój, Jan ...

• Source: Mathematical Finance ; volume 29, issue 3, page 861-897 ; ISSN 0960-1627 1467-9965

تفاصيل العنوان

The robust pricing–hedging duality for American options in discrete time financial markets

• Authors : Aksamit, A; Deng, S; Obłój, J

تفاصيل العنوان

Pricing American Options Using a Nonparametric Entropy Approach

• Authors : Xisheng Yu; Li Yang

Subjects: Mathematics; QA1-939

• Source: Discrete Dynamics in Nature and Society, Vol 2014 (2014)

تفاصيل العنوان

Determining the implied volatility for American options using the QAM

• Authors : George W. Kutner

Subjects: QAM; Economics and Econometrics; Quadratic equation

• Source: The Financial Review. 33:119-130

تفاصيل العنوان

Erratum to ”︁Pricing American options by canonical least‐squares Monte Carlo„ by Q. Liu

• Source: Journal of Futures Markets ; volume 30, issue 11, page 1105-1105 ; ISSN 0270-7314 1096-9934

تفاصيل العنوان