Pages that link to "Item:Q2454708"

The following pages link to On the rate of convergence of the binomial tree scheme for American options (Q2454708):

Displaying 12 items.

• Convergence rate of free boundary of numerical scheme for American option (Q316892) (← links)
• Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
• Numerical algorithms and simulations for reflected backward stochastic differential equations with two continuous barriers (Q654139) (← links)
• The randomized American option as a classical solution to the penalized problem (Q898213) (← links)
• Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
• Stochastic approximation methods for American type options (Q2807793) (← links)
• A EUROPEAN OPTION GENERAL FIRST-ORDER ERROR FORMULA (Q2865142) (← links)
• Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem (Q4581765) (← links)
• Infinite horizon impulse control problem with continuous costs, numerical solutions (Q4584684) (← links)
• Analytic solutions for American partial barrier options by exponential barriers (Q5208536) (← links)
• Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems (Q5232216) (← links)
• A multi-dimensional local average lattice method for multi-asset models (Q5397424) (← links)