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Publications by K. M. Yeung

A Memory Reduction Method in Pricing American Options

Journal of Statistical Computation and Simulation
StatisticsProbabilityApplied MathematicsUncertaintySimulationModeling
2004English

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A Stochastic Mesh Method for Pricing High-Dimensional American Options

Journal of Computational Finance
Applied MathematicsComputer Science ApplicationsFinance
2004English

Pricing American Options Using a Space-Time Adaptive Finite Difference Method

Mathematics and Computers in Simulation
Numerical AnalysisApplied MathematicsSimulationComputer ScienceModelingTheoretical Computer Science
2010English

Pricing American-Style Options by Simulation

Financial Markets and Portfolio Management
2005English

American Options. Pricing and Volatily Calibration.

2006English

A Robust Spectral Method for Pricing of American Put Options on Zero-Coupon Bonds

East Asian Journal on Applied Mathematics
Applied Mathematics
2018English

Martingale Approach to Pricing Perpetual American Options

ASTIN Bulletin
AccountingEconomicsEconometricsFinance
1994English

Pricing Options Using Trinomial Lattice Method

Journal of Finance and Economics
2019English

Model Uncertainty and the Pricing of American Options

Finance and Stochastics
UncertaintyStatisticsFinanceProbability
2016English

Randomized Binomial Tree and Pricing of American-Style Options

Mathematical Problems in Engineering
MathematicsEngineering
2014English

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