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2 articles related to "American Option"

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Articles

Methods

Published on 08 Jan 2016

A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models

in Mathematical Finance

Xiang Shi
Lihua Zhang
Young S. A. Kim

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2015.00013

5,832 views
4 citations

Perspective

Published on 13 Dec 2019

Evaluating Credit Counterparty Risk of American Options via Monte Carlo Methods: A Comparison of Tilley Bundling and Longstaff-Schwartz LSM

in Mathematical Finance

Dominic Cortis

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2019.00060

4,868 views