Pages that link to "Item:Q3161740"
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The following pages link to DISCRETE TIME HEDGING OF THE AMERICAN OPTION (Q3161740):
Displaying 6 items.
- The weighted reverse Poincaré-type estimates for the difference of two convex vectors (Q308083) (← links)
- Subsolutions that are close in the uniform norm are close in the Sobolev norm as well (Q442572) (← links)
- The weighted square integral inequalities for the first derivative of the function of a real variable (Q949004) (← links)
- Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
- Reverse Poincaré-type inequalities for the difference of superharmonic functions (Q5964329) (← links)
- Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632) (← links)