Pages that link to "Item:Q1601761"
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The following pages link to Brownian optimal stopping and random walks (Q1601761):
Displayed 9 items.
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- Optimal early retirement near the expiration of a pension plan (Q854273) (← links)
- A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)
- Error analysis of the optimal quantization algorithm for obstacle problems. (Q2574574) (← links)
- Approximation of the Snell Envelope and American Options Prices in dimension one (Q4534857) (← links)
- Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)