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Keyword [American options]
Result: 1 - 20 | Page: 1 of 2
1.
The Numerical Methods Of American Options'pricing Problems
2.
The Pricing Of Permanent American Options And Game Options In The Presence Of Event Risk
3.
Free Boundary And Numerical Methods For American Options Pricing
4.
Simulation And Optimisation Of European And American "Parisian Option" Pricing Model
5.
Numerical Methods For American Options Pricing
6.
Stock Loan In A Jump-Diffusion Model
7.
Research On The Valuation Of Stock Loans In A Jump-Diffusion Model
8.
The Application Of The Least-Squares Monte Carlo Methode In Pricing American Options
9.
The Application Of The Least-squares Monte Carlo Methode In Pricing American Options
10.
Market Volatility Based On Option Prices Is Estimated
11.
The Application Of American Options And Its Numerical Calculation
12.
Options Pricing In A Market Structure Combined Model With Stochastic Jump Risks And Random Intensity
13.
The Further Discussion About American Options Pricing Under CEV Model
14.
The Least-Square Monte Carlo Method Of American Options Pricing And Its Improved Models
15.
EEP High-Order Collocation Methods For Pricing American Options
16.
EEP-Collocation Methods For Pricing American Strangle Options
17.
Pricing American Options Under Jump-dif Fusion Models
18.
The Pricing Of American Options By The Canonical Implied Binomial Tree Method
19.
Numerical Calculation And Empirical Analysis Of American Options Pricing Based On Fractional Brownian Motion
20.
Research On Pricing Convertible Bonds In China: Based On The LSM Model
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