Showing results 3 to 6 of 6
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Title | Author(s) | Issue Date | Views | |
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LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS Journal:Probability in the Engineering and Informational Sciences | 2022 | |||
Least-squares Monte-Carlo methods for optimal stopping investment under CEV models Journal:Quantitative Finance | 2020 | |||
Optimal investment strategies for general utilities under dynamic elasticity of variance models Journal:Quantitative Finance | 2018 | |||
Stochastic lattice models for valuation of volatility options Journal:Economic Modelling | 2015 |