Pages that link to "Item:Q384891"
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The following pages link to American-type options. Stochastic approximation methods. Volume 1 (Q384891):
Displaying 4 items.
- Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes (Q2974707) (← links)
- Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities (Q4634821) (← links)