✦ LIBER ✦

American options under uncertain volatility

✍ Scribed by Smith, Adam T.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

American Options Under Stochastic Volati

✍ Chockalingam, Arun; Muthuraman, Kumar 📂 Article 📅 2011 🏛 INFORMS 🌐 English ⚖ 723 KB

Approximation for Option Prices under Un

✍ Fouque, Jean-Pierre; Ren, Bin 📂 Article 📅 2014 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 326 KB

Pricing American options under stochasti

✍ Alexey Medvedev; Olivier Scaillet 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 696 KB

Operator splitting methods for pricing A

✍ Samuli Ikonen; Jari Toivanen 📂 Article 📅 2009 🏛 Springer-Verlag 🌐 English ⚖ 280 KB

Efficient numerical methods for pricing

✍ Samuli Ikonen; Jari Toivanen 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 184 KB

COMPONENTWISE SPLITTING METHODS FOR PRIC

✍ IKONEN, SAMULI; TOIVANEN, JARI 📂 Article 📅 2007 🏛 World Scientific Publishing Company 🌐 English ⚖ 403 KB