结果：找到“american option pricing”相关内容10个，排序为按回复时间降序，搜索更多相关帖子请点击“高级”
美式期权定价 Finite Difference Method in American Option Pricing
44 个回复 - 10889 次查看 在用有限差分法（Finite Difference）对options进行定价的时候，主要分为space discretization和time discretization两部分，附件中的这篇paper在space discretization上统一使用的都是中心差分（central f ...2012-7-13 01:54 - shihang0724 - 金融工程（数量金融）与金融衍生品
44 个回复 - 10889 次查看 在用有限差分法（Finite Difference）对options进行定价的时候，主要分为space discretization和time discretization两部分，附件中的这篇paper在space discretization上统一使用的都是中心差分（central f ...2012-7-13 01:54 - shihang0724 - 金融工程（数量金融）与金融衍生品
An exceedingly simple method of pricing American options
3 个回复 - 899 次查看 【作者(必填)】 Moawia Alghalith 【文题(必填)】 An exceedingly simple method of pricing American options【年份(必填)】 May 2013 【全文链接或数据库名称(选填)】http://www.palgrave-journals.com.sci-h ...2015-4-12 12:13 - wenyu - 求助成功区
3 个回复 - 899 次查看 【作者(必填)】 Moawia Alghalith 【文题(必填)】 An exceedingly simple method of pricing American options【年份(必填)】 May 2013 【全文链接或数据库名称(选填)】http://www.palgrave-journals.com.sci-h ...2015-4-12 12:13 - wenyu - 求助成功区
A risk-based approach for pricing American options
4 个回复 - 774 次查看 【作者(必填)】Robert J. Elliottab* & Tak Kuen Siuc 【文题(必填)】A risk-based approach for pricing American options under a generalized Markov regime-switching model 【年份(必填)】2011 【全文链 ...2015-10-12 22:12 - hnu123 - 求助成功区
4 个回复 - 774 次查看 【作者(必填)】Robert J. Elliottab* & Tak Kuen Siuc 【文题(必填)】A risk-based approach for pricing American options under a generalized Markov regime-switching model 【年份(必填)】2011 【全文链 ...2015-10-12 22:12 - hnu123 - 求助成功区
A predictor–corrector approach for pricing American options
0 个回复 - 982 次查看 This paper investigates the pricing of American options under the finite moment log-stable (FMLS) model. Under the FMLS model, the price of American-style options is governed by a highly nonlinear f ...2016-3-6 12:34 - shuxue_ch - 金融学（理论版）
0 个回复 - 982 次查看 This paper investigates the pricing of American options under the finite moment log-stable (FMLS) model. Under the FMLS model, the price of American-style options is governed by a highly nonlinear f ...2016-3-6 12:34 - shuxue_ch - 金融学（理论版）
The Numerical Solution of the American Option Pricing Problem: Finite Difference
28 个回复 - 4018 次查看 The early exercise opportunity of an American option makes it challenging to price. The Numerical Solution of the American Option Pricing Problem focuses on three numerical methods that have proved us ...2014-10-12 17:50 - 大家开心 - 金融学（理论版）
28 个回复 - 4018 次查看 The early exercise opportunity of an American option makes it challenging to price. The Numerical Solution of the American Option Pricing Problem focuses on three numerical methods that have proved us ...2014-10-12 17:50 - 大家开心 - 金融学（理论版）
Monte Carlo Methods for American Option Pricing
5 个回复 - 2469 次查看 很详细的paper，百页以上，绝对详细，手把手的指导 文章最后有很详细的matlab代码，补充说一下。2014-8-19 14:38 - 志明宝贝 - 金融工程（数量金融）与金融衍生品
5 个回复 - 2469 次查看 很详细的paper，百页以上，绝对详细，手把手的指导 文章最后有很详细的matlab代码，补充说一下。2014-8-19 14:38 - 志明宝贝 - 金融工程（数量金融）与金融衍生品
Numerical performance of penalty method for American option pricing
3 个回复 - 1469 次查看 【作者(必填)】K. Zhang, X. Q. Yang, S. Wang & K. L. Teo 【文题(必填)】 Numerical performance of penalty method for American option pricing 【年份(必填)】 25, Issue 5, 2010, 737-752 【全文链接 ...2013-5-27 23:19 - snzpro - 求助成功区
3 个回复 - 1469 次查看 【作者(必填)】K. Zhang, X. Q. Yang, S. Wang & K. L. Teo 【文题(必填)】 Numerical performance of penalty method for American option pricing 【年份(必填)】 25, Issue 5, 2010, 737-752 【全文链接 ...2013-5-27 23:19 - snzpro - 求助成功区
Monte Carlo Methods for Pricing American Options
0 个回复 - 1315 次查看 Monte Carlo Methods for Pricing American Options2009-10-17 10:20 - shuyushu - 经济金融数学专区
0 个回复 - 1315 次查看 Monte Carlo Methods for Pricing American Options2009-10-17 10:20 - shuyushu - 经济金融数学专区
American Option Pricing and Filtering
0 个回复 - 1296 次查看 【作者(必填)】 Tak Kuen Siu and Robert J. Elliott 【文题(必填)】 American Option Pricing and Filtering with a Hidden Regime-Switching Jump Diffusion 【年份(必填)】 2022 【全文链接或数据库名称(选 ...2022-4-22 22:14 - waterup - 文献求助专区
0 个回复 - 1296 次查看 【作者(必填)】 Tak Kuen Siu and Robert J. Elliott 【文题(必填)】 American Option Pricing and Filtering with a Hidden Regime-Switching Jump Diffusion 【年份(必填)】 2022 【全文链接或数据库名称(选 ...2022-4-22 22:14 - waterup - 文献求助专区
求助关于一道american option pricing 的题
0 个回复 - 1466 次查看 uestions 1-8 should be answered by building a 15-period binomial model whose parameters should be calibrated to a Black-Scholes geometric Brownian motion model with: T=.25 years, S0=100, r=2%, σ=30% ...2015-10-20 08:48 - summeryxs - CFA、CVA、FRM等金融考证论坛
0 个回复 - 1466 次查看 uestions 1-8 should be answered by building a 15-period binomial model whose parameters should be calibrated to a Black-Scholes geometric Brownian motion model with: T=.25 years, S0=100, r=2%, σ=30% ...2015-10-20 08:48 - summeryxs - CFA、CVA、FRM等金融考证论坛
