Efficient Semi-Discretization Techniques for Pricing European and American Basket Options (English)
- New search for: Soleymani, Fazlollah
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https://orcid.org/0000-0002-6905-8951
- New search for: Soleymani, Fazlollah
- Further information on Soleymani, Fazlollah:
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https://orcid.org/0000-0002-6905-8951
In:
Computational Economics
;
53
, 4
; 1487-1508
;
2018
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ISSN:
- Article (Journal) / Print
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Title:Efficient Semi-Discretization Techniques for Pricing European and American Basket Options
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Contributors:Soleymani, Fazlollah ( author )
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Published in:Computational Economics ; 53, 4 ; 1487-1508
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Publisher:
- New search for: Springer US
- New search for: Springer
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Place of publication:Dordrecht [u.a.]
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Publication date:2018
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ISSN:
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ZDBID:
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DOI:
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Type of media:Article (Journal)
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Type of material:Print
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Language:English
- New search for: 85.03 / 54.10 / 31.80
- Further information on Basic classification
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Source:
Table of contents – Volume 53, Issue 4
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1309
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An Integrated Approach to Forecasting Intermittent Demand for Electric Power MaterialsJiang, Aiping / Chi, Qiuguo / Gao, Junjun / Wu, Maoguo et al. | 2018
- 1337
-
Risk: An R Package for Financial Risk MeasuresChan, Stephen / Nadarajah, Saralees et al. | 2018
- 1353
-
An Optimal Mortgage Refinancing Strategy with Stochastic Interest RateWu, Xiaoxia / Xie, Dejun / Edwards, David A. et al. | 2018
- 1377
-
The Likelihood of the Consistency of Collective Rankings Under Preferences Aggregation with Four Alternatives Using Scoring Rules: A General Formula and the Optimal Decision RuleKamwa, Eric / Merlin, Vincent et al. | 2018
- 1397
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Carl Chiarella, Willi Semmler, Chih-Ying Hsiao and Lebogang Mateane: Sustainable Asset Accumulation and Dynamic Portfolio Decisions, Dynamic Modelling and Econometrics in Economics and Finance 18He, Xue-Zhong et al. | 2018
- 1403
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Enhanced Predictive Models for Construction Costs: A Case Study of Turkish Mass Housing SectorUgur, Latif Onur / Kanit, Recep / Erdal, Hamit / Namli, Ersin / Erdal, Halil Ibrahim / Baykan, Umut Naci / Erdal, Mursel et al. | 2018
- 1421
-
Unified Approach for the Affine and Non-affine Models: An Empirical Analysis on the S&P 500 Volatility DynamicsZhu, Shunwei / Wang, Bo et al. | 2018
- 1443
-
Programming Language Choices for Algo Traders: The Case of Pairs TradingVergel Eleuterio, Pedro / Thukral, Lovjit et al. | 2018
- 1451
-
Internal and External Cartel Stability: Numerical SolutionsPapahristodoulou, Christos et al. | 2018
- 1467
-
Monitoring the Impact of Economic Crisis on Crime in India Using Machine LearningMittal, Mamta / Goyal, Lalit Mohan / Sethi, Jasleen Kaur / Hemanth, D. Jude et al. | 2018
- 1487
-
Efficient Semi-Discretization Techniques for Pricing European and American Basket OptionsSoleymani, Fazlollah et al. | 2018
- 1509
-
Stress-Testing U.S. Macroeconomic Policy: A Computational Approach Using Stochastic and Robust Designs in a Wavelet-Based Optimal Control FrameworkHudgins, David / Crowley, Patrick M. et al. | 2018
- 1547
-
A Nationwide or Localized Housing Crisis? Evidence from Structural Instability in US Housing Price and Volume CyclesHuang, MeiChi et al. | 2018
- 1565
-
An Efficient Algorithm for Options Under Merton’s Jump-Diffusion Model on Nonuniform GridsChen, Yingzi / Wang, Wansheng / Xiao, Aiguo et al. | 2018
- 1593
-
Developing a Risk-Based Approach for American Basket Option PricingHajizadeh, Ehsan / Mahootchi, Masoud et al. | 2018
- 1613
-
On Jackknife-After-Bootstrap Method for Dependent DataBeyaztas, Ufuk / Beyaztas, Beste H. et al. | 2018
- 1633
-
Entropy Pooling with Discrete Weights in a Time-Dependent Settingvan der Schans, Martin et al. | 2018
- 1649
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Solving Rational Expectations Models with Informational Subperiods: A CommentHespeler, Frank / Sorge, Marco M. et al. | 2018
- 1655
-
A Reply to Reaction on Kormilitsina (2013): “Solving Rational Expectations Models with Informational Subperiods: A Perturbation Approach”Kormilitsina, Anna et al. | 2018
- 1657
-
Possibilistic Moment Models for Multi-period Portfolio Selection with Fuzzy ReturnsLiu, Yong-Jun / Zhang, Wei-Guo et al. | 2018
- 1687
-
Modeling Persistence and Parameter Instability in Historical Crude Oil Price Data Using a Gibbs Sampling ApproachNonejad, Nima et al. | 2018