Pages that link to "Item:Q1044217"
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The following pages link to Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (Q1044217):
Displaying 5 items.
- A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
- Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
- Radial basis functions with application to finance: American put option under jump diffusion (Q1931063) (← links)
- An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
- The Optimal Dividend Problem in the Dual Model (Q3191821) (← links)
