Search Results

• Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes

  Raymond H. Chan & Tao Wu

  2018-03-21

  38217 4602 Pages:20-34

• A Robust Spectral Method for Pricing of American Put Options on Zero-Coupon Bonds

  Edson Pindza & Kailash C. Patidar

  2018-09-17

  40226 4698 Pages:126-138

• Finite Volume Method for Pricing European and American Options under Jump-Diffusion Models

  Xiao-Ting Gan, Jun-Feng Yin & Yun-Xiang Guo

  2018-03-19

  37532 3260 Pages:227-247

• Pricing American Options under Regime-Switching Model with a Crank-Nicolson Fitted Finite Volume Method

  Xiaoting Gan, Junfeng Yin

  2020-06-12

  43697 3283 Pages:499-519

• Primal-Dual Active Set Method for American Lookback Put Option Pricing

  Haiming Song, Xiaoshen Wang, Kai Zhang & Qi Zhang

  2018-03-19

  36691 3032 Pages:603-614

• Projection and Contraction Method for the Valuation of American Options

  Haiming Song & Ran Zhang

  2018-02-09

  37617 4795 Pages:48-60

• Primal-Dual Active-Set Method for the Valuation of American Exchange Options

  Xin Wen, Haiming Song, Rui Zhang, Yutian Li

  2023-10-23

  26909 2470 Pages:858-885