A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS (Q3423398): 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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+Approximations of small jumps of Lévy processes with a view towards simulation
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+Risk-neutral valuation. Pricing and hedging of financial derivatives.
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+The Pricing of Options and Corporate Liabilities
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+Integro-differential equations for option prices in exponential Lévy models
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+Option pricing: A simplified approach
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+Functional limit theorems for dependent variables
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+Martingales and stochastic integrals in the theory of continuous trading
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+Error estimates for the binomial approximation of American put options
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+Wavelet Galerkin pricing of American options on Lévy driven assets
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+An approximation of American option prices in a jump-diffusion model
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+Functional convergence of Snell envelopes: Applications to American options approximations
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+Q4937701
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