Pages that link to "Item:Q5426468"
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The following pages link to Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468):
Displaying 6 items.
- Optimal stopping for Brownian motion with applications to sequential analysis and option pricing (Q1763432) (← links)
- Optimal stopping for Shepp's urn with risk aversion (Q2804004) (← links)
- Exercise Regions And Efficient Valuation Of American Lookback Options (Q4827313) (← links)
- RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT (Q4906529) (← links)
- On the <i>S<sub>n</sub></i>/<i>n</i> problem (Q5087009) (← links)
- Continuity correction: on the pricing of discrete double barrier options (Q6154209) (← links)
