Pages that link to "Item:Q1296626"
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The following pages link to Error estimates for the binomial approximation of American put options (Q1296626):
Displaying 34 items.
- Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251) (← links)
- Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
- A generalized complementarity approach to solving real option problems (Q844678) (← links)
- The randomized American option as a classical solution to the penalized problem (Q898213) (← links)
- A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
- Optimal regularity in the obstacle problem for Kolmogorov operators related to American Asian options (Q976775) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
- Error estimates for the binomial approximation of American put options (Q1296626) (← links)
- Critical price near maturity for an American option on a dividend-paying stock. (Q1413692) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Calculating the American options in the default model (Q2371608) (← links)
- Convergence of the trinomial tree method for pricing European/American options (Q2381353) (← links)
- Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968) (← links)
- Smooth convergence in the binomial model (Q2463704) (← links)
- Error estimates for binomial approximations of game put options (Q2510955) (← links)
- Error analysis of the optimal quantization algorithm for obstacle problems. (Q2574574) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- Option convergence rate with geometric random walks approximations (Q2821904) (← links)
- A EUROPEAN OPTION GENERAL FIRST-ORDER ERROR FORMULA (Q2865142) (← links)
- On the analytical/numerical pricing of American put options against binomial tree prices (Q2893069) (← links)
- A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS (Q3423398) (← links)
- Efficient Pricing of Derivatives on Assets with Discrete Dividends (Q3424328) (← links)
- CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS (Q3502161) (← links)
- Approximation of the Snell Envelope and American Options Prices in dimension one (Q4534857) (← links)
- Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem (Q4581765) (← links)
- On the forward algorithm for stopping problems on continuous-time Markov chains (Q5014307) (← links)
- American Option Valuation under Continuous-Time Markov Chains (Q5262446) (← links)
- A multi-dimensional local average lattice method for multi-asset models (Q5397424) (← links)
- Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468) (← links)
- Truncation and acceleration of the Tian tree for the pricing of American put options (Q5745638) (← links)
- A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
