A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS (Q3423398): Difference between revisions

@@ Property / DOI @@
-.1111/j.1467-9965.2006.00286.x
@@ Property / DOI: 10.1111/j.1467-9965.2006.00286.x / 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 @@
+Approximations of small jumps of Lévy processes with a view towards simulation
+Normal rank
@@ Property / cites work @@
+Risk-neutral valuation. Pricing and hedging of financial derivatives.
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Integro-differential equations for option prices in exponential Lévy models
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Functional limit theorems for dependent variables
@@ Property / cites work: Functional limit theorems for dependent variables / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Error estimates for the binomial approximation of American put options
+Normal rank
@@ Property / cites work @@
+Wavelet Galerkin pricing of American options on Lévy driven assets
+Normal rank
@@ Property / cites work @@
+An approximation of American option prices in a jump-diffusion model
+Normal rank
@@ Property / cites work @@
+Functional convergence of Snell envelopes: Applications to American options approximations
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / DOI @@
+.1111/J.1467-9965.2006.00286.X
@@ Property / DOI: 10.1111/J.1467-9965.2006.00286.X / rank @@
+Normal rank