Pages that link to "Item:Q1958505"
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The following pages link to Applications of weak convergence for hedging of game options (Q1958505):
Displaying 6 items.
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- The disorder problem for purely jump Lévy processes with completely monotone jumps (Q2301057) (← links)
- Shortfall Risk Approximations for American Options in the Multidimensional Black-Scholes Model (Q3067841) (← links)
- Error estimates for multinomial approximations of American options in a class of jump diffusion models (Q3108370) (← links)
- Strong diffusion approximation in averaging and value computation in Dynkin's games (Q6126100) (← links)
