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Demonstrations 41 - 56 of 56
American Capped Call Options with Constant Cap
Pricing American Options with the Lower-Upper Bound Approximation (LUBA) Method
Pricing Put Options with the Explicit Finite-Difference Method
Robustness of the Longstaff-Schwartz LSM Method of Pricing American Derivatives
Standard American and European Options
Tilley's Bundling Algorithm
A Recursive Integration Method for Options Pricing
Kim's Method for Pricing American Options
Pricing American Options with the Two- and Three-Point Maximum Methods
The Russian Option: Reduced Regret
Adaptive Mesh Trinomial Tree for Vanilla Option Pricing
Pricing Put Options with the Trinomial Method
The Esscher Transform of the Densities of a Symmetric NIG LÚvy Process
A Canonical Optimal Stopping Problem for American Options
Kim's Method with Nonuniform Time Grid for Pricing American Options
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