Convergence of option rewards for multivariate price processes (Q2849283): Difference between revisions

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+CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup>
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+Convergence of values in optimal stopping and convergence of optimal stopping times
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+The valuation of multidimensional American real options using the LSM simulation method
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+On the optimal stopping problem for one-dimensional diffusions.
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+On the convergence from discrete to continuous time in an optimal stopping problem.
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+The valuation of American barrier options using the decomposition technique
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+Optimal Stopping and the American Put
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+Convergence of option rewards for multivariate price processes
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+Q3607217
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+Weak convergence of financial markets.
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+Convergence of option rewards for Markov type price processes modulated by stochastic indices. II
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+Convergence of option rewards for Markov type price processes modulated by stochastic indices. I
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+https://doi.org/10.1090/s0094-9000-2013-00879-5
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+W2067031090
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