Pages that link to "Item:Q3402359"
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The following pages link to Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries (Q3402359):
Displayed 6 items.
- Convergence rate of free boundary of numerical scheme for American option (Q316892) (← links)
- A finite difference scheme for variational inequalities arising in stochastic control problems with several singular control variables (Q1997321) (← links)
- On the binomial approximation of the American put (Q2198165) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem (Q4581765) (← links)
- An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options (Q5347524) (← links)