نتائج البحث

INTEGRAL TRANSFORMS AND AMERICAN OPTIONS: LAPLACE AND MELLIN GO GREEN.

• Authors : ALOBAIDI, G.¹ ; MALLIER, R.² ; HASLAM, M. C.²

• Source: Acta Mathematica Universitatis Comenianae. 2014, Vol. 83 Issue 2, p245-266. 22p.

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Numerical Methods for Pricing American Options with Time-Fractional PDE Models.

• Authors : Zhou, Zhiqiang¹; Gao, Xuemei²

• Source: Mathematical Problems in Engineering. 2/8/2016, p1-8. 8p.

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A NUMERICAL METHOD FOR DETERMINING THE OPTIMAL EXERCISE PRICE TO AMERICAN OPTIONS.

• Authors : Wu, Xiong-hua; Feng, Xiu-juan

• Source: Journal of Computational Mathematics. May2003, Vol. 21 Issue 3, p305-310. 6p.

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Multiscale methods for the valuation of American options with stochastic volatility.

• Authors : Kunoth, Angela¹ (AUTHOR) ; Schneider, Christian¹ (AUTHOR); Wiechers, Katharina¹ (AUTHOR)

• Source: International Journal of Computer Mathematics. Jul2012, Vol. 89 Issue 9, p1145-1163. 19p. 3 Charts, 4 Graphs.

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American Options with Lookback Payoff.

• Authors : Min Dai¹ ; Yue Kuen Kwok²

• Source: SIAM Journal on Applied Mathematics. 2005, Vol. 66 Issue 1, p206. 22p. 6 Graphs.

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A new radial basis functions method for pricing American options under Merton's jump-diffusion model.

• Authors : Saib, A.A.E.F.¹ (AUTHOR); Tangman, D.Y.² (AUTHOR); Bhuruth, M.² (AUTHOR)

• Source: International Journal of Computer Mathematics. Jul2012, Vol. 89 Issue 9, p1164-1185. 22p. 20 Charts, 2 Graphs.

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A FAST NUMERICAL METHOD FOR THE BLACK--SCHOLES EQUATION OF AMERICAN OPTIONS.

• Authors : Houde Han¹ ; Xiaonan Wu²

• Source: SIAM Journal on Numerical Analysis. 2003, Vol. 41 Issue 6, p2081-2095. 15p.

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American Options Exercise Boundary When the Volatility Changes Randomly.

• Authors : Touzi, N.

• Source: Applied Mathematics & Optimization. May/Jun99, Vol. 39 Issue 3, p411. 12p.

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Numerical Method for American Option Pricing under the Time-Fractional Black–Scholes Model.

• Authors : Sun, Yesen¹ (AUTHOR); Gong, Wenxiu² (AUTHOR); Dai, Hongliang¹ (AUTHOR)

• Source: Mathematical Problems in Engineering. 2/20/2023, p1-17. 17p.

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Pricing American-Style Derivatives with European Call Options.

• Authors : Laprise, Scott B.; Fu, Michael C.; Marcus, Steven I.

Subjects: DERIVATIVE securities; OPTIONS (Finance); PRICINGUNITED States

• Source: Management Science. Jan2006, Vol. 52 Issue 1, p95-110. 16p. 4 Charts, 3 Graphs.

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