The random-time binomial model (Q1960552): Difference between revisions

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+The Pricing of Options and Corporate Liabilities
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+Pricing American-style securities using simulation
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+Randomization and the American Put
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+ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
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+Q4002436
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+Option pricing: A simplified approach
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+Option pricing using a binomial model with random time steps (A formal model of gamma hedging)
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+Q3721531
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+Q5512461
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+Q3815091
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Q3774629
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+Q4004325
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+Sur l'approximation des réduites. (On the approximation of residues)
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+Pricing the American put option: A detailed convergence analysis for binomial models
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+Binomial models for option valuation - examining and improving convergence
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+Q4905685
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+Option pricing when underlying stock returns are discontinuous
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+Functional convergence of Snell envelopes: Applications to American options approximations
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+The pricing of the American option
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+Fast accurate binomial pricing
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+Using Randomization to Break the Curse of Dimensionality
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+On optimal stopping and free boundary problems
@@ Property / cites work: On optimal stopping and free boundary problems / rank @@
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