has been cited by the following article(s):
[1]
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Quadratic American Strangle Options in Light of Two-Sided Optimal Stopping Problems
Mathematics,
2024
DOI:10.3390/math12101449
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[2]
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Estimate cash-or-nothing option by Monte Carlo – Moment matching (MC-MM) method: The case of Indonesian rice prices
THE THIRD INTERNATIONAL CONFERENCE ON MATHEMATICS: Education, Theory and Application,
2021
DOI:10.1063/5.0039278
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[3]
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A simple numerical method for pricing American power put options
Chaos, Solitons & Fractals,
2020
DOI:10.1016/j.chaos.2020.110254
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[4]
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Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform
Journal of Mathematical Finance,
2016
DOI:10.4236/jmf.2016.62028
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