Applications of weak convergence for hedging of game options (Q1958505): Difference between revisions

@@ Property / cites work @@
+Stopping times and tightness
@@ Property / cites work: Stopping times and tightness / rank @@
+Normal rank
@@ Property / cites work @@
+CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4218377
@@ Property / cites work: Q4218377 / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of values in optimal stopping and convergence of optimal stopping times
+Normal rank
@@ Property / cites work @@
+Uniform Central Limit Theorems
@@ Property / cites work: Uniform Central Limit Theorems / rank @@
+Normal rank
@@ Property / cites work @@
+Binomial Approximations for Barrier Options of Israeli Style
+Normal rank
@@ Property / cites work @@
+Extended convergence to continuous in probability processes with independent increments
+Normal rank
@@ Property / cites work @@
+Game options
@@ Property / cites work: Game options / rank @@
+Normal rank
@@ Property / cites work @@
+Error estimates for binomial approximations of game options
+Normal rank
@@ Property / cites work @@
+Optimal stopping and strong approximation theorems†
+Normal rank
@@ Property / cites work @@
+Convergence of the Critical Price In the Approximation of American Options
+Normal rank
@@ Property / cites work @@
+Le jeu de dynkin en theorie generale sans l'hypothese de mokobodski
+Normal rank
@@ Property / cites work @@
+Sur l'approximation des réduites. (On the approximation of residues)
+Normal rank
@@ Property / cites work @@
+Functional convergence of Snell envelopes: Applications to American options approximations
+Normal rank
@@ Property / cites work @@
+Tightness criteria for laws of semimartingales
@@ Property / cites work: Tightness criteria for laws of semimartingales / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Stopping in Sequential Games With or Without a Constraint of Always Terminating
+Normal rank