Pages that link to "Item:Q3391893"
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The following pages link to Pricing American contingent claims by stochastic linear programming (Q3391893):
Displaying 7 items.
- A new elementary geometric approach to option pricing bounds in discrete time models (Q320923) (← links)
- An integer programming model for pricing American contingent claims under transaction costs (Q429815) (← links)
- Lower hedging of American contingent claims with minimal surplus risk in finite-state financial markets by mixed-integer linear programming (Q496684) (← links)
- Mixed-integer second-order cone programming for lower hedging of American contingent claims in incomplete markets (Q1936793) (← links)
- Buyer's quantile hedge portfolios in discrete-time trading (Q5397414) (← links)
- On optimal partial hedging in discrete markets (Q5746723) (← links)
- Calibrated American option pricing by stochastic linear programming (Q5746725) (← links)
