Pages that link to "Item:Q4372008"
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The following pages link to Convergence of the Critical Price In the Approximation of American Options (Q4372008):
Displayed 7 items.
- Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251) (← links)
- A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
- Applications of weak convergence for hedging of game options (Q1958505) (← links)
- American options and stochastic interest rates (Q2109007) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
- Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation (Q6053120) (← links)