High-accuracy integral equation approach for pricing American options with stochastic volatility
Year of publication: |
2011
|
---|---|
Authors: | Ma, Jingtang ; Zhou, Zhiru |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 3.2011, 4, p. 193-201
|
Subject: | Finanzmarkt | Financial market | Optionsgeschäft | Option trading | Volatilität | Volatility | Bewertung | Evaluation | Theorie | Theory | USA | United States |
-
Mencía, Javier, (2010)
-
Mencía, Javier, (2009)
-
Market expectations and option prices : techniques and applications ; with 13 tables
Mandler, Martin, (2003)
- More ...
-
A robust algorithm and convergence analysis for static replications of nonlinear payoffs
Ma, Jingtang, (2014)
-
Stochastic lattice models for valuation of volatility options
Ma, Jingtang, (2015)
-
Explicit approximate analytic formulas for timer option pricing with stochastic interest rates
Ma, Jingtang, (2015)
- More ...