American options - Globe Thesis

Keyword [American options] Result: 1 - 19 \| Page: 1 of 1
1.	Optimal Control Of Free Boundary Problems
2.	Numerical Methods For American Option Pricing Problems Under Constant And Stochastic Volatility
3.	Numerical Methods For Pricing Several Different Types Of American Options
4.	Numerical Methods For The Valuation Of American Options
5.	Numerical Methods For Solving Forward-backward Stochastic Differential Equations With Their Applications In Finance And The Cauchy Problem For Hyperbolic Equations
6.	Pricing Permanent American Options Under Stochastic Interest Rate
7.	Characteristic Finite Element Method For Pricing Problems Of American Options And Convertible Bonds
8.	Calculation Of The Upper And Lower Bounds Of American Options Based On Interest Rate Term Structure By Simulation
9.	A front-fixing finite element method for the valuation of American options
10.	Adaptive finite difference methods for valuing American options
11.	The inverse volatility problem for American options
12.	American options and semilinear parabolic partial differential equations in weighted Sobolev spaces
13.	Quasi-monte Carlo Methods In Pricing And Sensitivity Analysis Of American Options
14.	Robust Upper Bounds For American Options And Exotic Options
15.	The Reinsurance-investment Problem And The American Options Pricing Problem Under The L�vy Process
16.	Comparison Of The Effect Of Low Discrepancy Sequences Using Monte Carlo Method To Price American Options
17.	The Application Of The LSM Method Combined With QMC Method In Pricing American Options
18.	Extrapolation Variable Step-size Implicit Runge-Kutta Numerical Algorithm For European And American Options Under The Jump-diffusion Model
19.	The Improvement Of The Least Squares Monte Carlo Method And The Application Research Of Option Pricing
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