Pages that link to "Item:Q1601761"

The following pages link to Brownian optimal stopping and random walks (Q1601761):

Displaying 18 items.

• Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
• Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251) (← links)
• Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
• On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
• Optimal early retirement near the expiration of a pension plan (Q854273) (← links)
• The randomized American option as a classical solution to the penalized problem (Q898213) (← links)
• A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
• Error estimates for binomial approximations of game options (Q997959) (← links)
• On the binomial approximation of the American put (Q2198165) (← links)
• Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
• On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)
• Error analysis of the optimal quantization algorithm for obstacle problems. (Q2574574) (← links)
• Option convergence rate with geometric random walks approximations (Q2821904) (← links)
• A EUROPEAN OPTION GENERAL FIRST-ORDER ERROR FORMULA (Q2865142) (← links)
• Approximation of the Snell Envelope and American Options Prices in dimension one (Q4534857) (← links)
• Dual Pricing of American Options by Wiener Chaos Expansion (Q4579832) (← links)
• Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468) (← links)
• A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)