Recombining Tree Approximations for Optimal Stopping for Diffusions (Q4579835): Difference between revisions

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+Numerical approximation of irregular SDEs via Skorokhod embeddings
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+Game options
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+Dynkin's games and Israeli options
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+Optimal stopping and embedding
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+Optimal Stopping in Sequential Games With or Without a Constraint of Always Terminating
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+An Artificial Boundary Method for American Option Pricing under the CEV Model
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+Valuing American options under the CEV model by Laplace-Carson transforms
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+W3123560567
@@ Property / OpenAlex ID: W3123560567 / rank @@
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+Q129868324
@@ Property / Wikidata QID: Q129868324 / rank @@
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