Related content

A general method for pricing European exotic options under Lévy processes

By Agliardi Rossella  

International Journal of Financial Markets and Derivatives, Vol. 2, Iss. 3, 2011-09 ,pp. : 209-222

Inderscience Publishers

Access to resources Recommend Favorite

A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes

By Li Minqiang  

Review of Derivatives Research, Vol. 13, Iss. 2, 2010-07 ,pp. : 177-217

Springer Publishing Company

Access to resources Recommend Favorite

On the binomial tree method and other issues in connection with pricing Bermudan and American options

By Prékopa András   Szántai Tamás  

Quantitative Finance, Vol. 12, Iss. 1, 2012-01 ,pp. : 21-26

Routledge Ltd

Access to resources Recommend Favorite

Pseudospectral methods for pricing options

By Suh Sangwon  

Quantitative Finance, Vol. 9, Iss. 6, 2009-09 ,pp. : 705-715

Routledge Ltd

Access to resources Recommend Favorite

Pricing equity options everywhere

By Dyrting S.  

Quantitative Finance, Vol. 4, Iss. 6, 2004-12 ,pp. : 663-676

Routledge Ltd

Access to resources Recommend Favorite