The following pages link to (Q4818715):
Displayed 4 items.
- Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251) (← links)
- Superconvergence estimates of finite element methods for American options (Q993293) (← links)
- Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
- On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)