Pages that link to "Item:Q4967878"

The following pages link to Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view (Q4967878):

Displaying 2 items.

• Pricing the American options: a closed-form, simple formula (Q2140741) (← links)
• Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)