Search Results - "Option pricing"

A neural network approach to option pricing by Mostafa, Fahed, Dillon, Tharam S.

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Advancing the quadrature method in option pricing by Su, Haozhe

Subjects: “…quadrature (QUAD) method; option pricing…”
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Fuzzy Binomial Option pricing model: a comparison of the fuzzy binomials and modified numerical methods by Kanthamanond, Piti

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Convergence analysis of power penalty method for American bond option pricing by Zhang, K., Teo, Kok Lay

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Topics in financial and computational mathematics by Maurer, Simon

Subjects: “…financial option pricing…”
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A Robust Numerical Scheme for Pricing American Options Under Regime Switching Based on Penalty Method by Zhang, Kai, Teo, Kok Lay, Swartz, Mick

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Fractional black-scholes models: complete mle with application to fractional option pricing by Misiran, Masnita, Lu, Z., Teo, Kok Lay

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Degenerate backward SPDEs in bounded domains and applications to barrier options by Dokuchaev, Nikolai

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Penalty approach to a nonlinear obstacle problem governing American put option valuation under transaction costs by Lesmana, D., Wang, Song

Subjects: “…American option pricing…”
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Option pricing under stochastic environment of volatility and market price of risk by Phewchean, N, Wu, Yong Hong, Lenbury, Y

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A numerical method for pricing European options with proportional transaction costs by Li, W., Wang, Song

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Analysis of market volatility via a dynamically purified option price process by Luong, C., Dokuchaev, Nikolai

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Review of Option Pricing Literature and An Online Real-Time Option Pricing Application Development by Liu, Shu

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