Search Results

• Modelling and Computation for the Valuation of Two-Period $R\&D$ Projects by Option Games

  Jiayue Zhang, Junlin Wang, Xinyu Wang

  2019-06-24

  47747 3473 Pages:957-979

• An Efficient Numerical Method for the Valuation of American Better-of Options Based on the Front-Fixing Transform and the Far Field Truncation

  Xiaowei Pang, Haiming Song, Xiaoshen Wang, Kai Zhang

  2020-06-01

  50800 3437 Pages:902-919

• Hedging Game Contingent Claims with Constrained Portfolios

  Lei Wang, Yan Xiao

  2018-08-10

  39473 3815 Pages:529-545

• Hedging Game Contingent Claims with Constrained Portfolios

  Lei Wang, Yan Xiao

  2018-08-10

  39497 3823 Pages:529-545

• Valuation of American Call Option Considering Uncertain Volatility

  I. Hlaváček

  2010-02-01

  39725 3672 Pages:211-221

• Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method

  Xiaoting Gan, Jun-Feng Yin, Rui Li

  2020-04-10

  45128 3374 Pages:748-773