Pages that link to "Item:Q2706472"

The following pages link to On the Approximation of Optimal Stopping Problems with Application to Financial Mathematics (Q2706472):

Displayed 13 items.

• A numerical analysis of variational valuation techniques for derivative securities (Q702595) ‎ (← links)
• Optimal stopping and American options with discrete dividends and exogenous risk (Q704408) ‎ (← links)
• On the valuation of interest rate products under multi-factor HJM term-structures (Q731956) ‎ (← links)
• Implicit-explicit Runge-Kutta methods for financial derivatives pricing models (Q819096) ‎ (← links)
• Variational inequalities applied to option market problem (Q945263) ‎ (← links)
• Penalty methods for the numerical solution of American multi-asset option problems (Q952073) ‎ (← links)
• Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) ‎ (← links)
• Calibration of a path-dependent volatility model: empirical tests (Q961413) ‎ (← links)
• On the use of boundary conditions for variational formulations arising in financial mathematics. (Q1855082) ‎ (← links)
• A spectral method for bonds (Q2384583) ‎ (← links)
• Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty (Q2465446) ‎ (← links)
• On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (Q2481387) ‎ (← links)
• CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (Q4796575) ‎ (← links)