Pages that link to "Item:Q2390004"

The following pages link to Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004):

Displayed 2 items.

• On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) ‎ (← links)
• A EUROPEAN OPTION GENERAL FIRST-ORDER ERROR FORMULA (Q2865142) ‎ (← links)