Pages that link to "Item:Q1387771"
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The following pages link to Functional convergence of Snell envelopes: Applications to American options approximations (Q1387771):
Displaying 12 items.
- The right time to sell a stock whose price is driven by Markovian noise (Q1769428) (← links)
- Applications of weak convergence for hedging of game options (Q1958505) (← links)
- The random-time binomial model (Q1960552) (← links)
- American options in nonlinear markets (Q2042845) (← links)
- American options and stochastic interest rates (Q2109007) (← links)
- Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968) (← links)
- Properties of American option prices (Q2485809) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- Quickest search over Brownian channels (Q2875278) (← links)
- Error estimates for multinomial approximations of American options in a class of jump diffusion models (Q3108370) (← links)
- A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS (Q3423398) (← links)
- Optimal stopping and strong approximation theorems† (Q3429344) (← links)
