Pages that link to "Item:Q3100574"
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The following pages link to On Backward Stochastic Differential Equations Approach to Valuation of American Options (Q3100574):
Displaying 6 items.
- The early exercise premium representation for American options on multiply assets (Q253081) (← links)
- On time-dependent functionals of diffusions corresponding to divergence form operators (Q354753) (← links)
- Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form (Q655320) (← links)
- Valuing American options by simulation: a BSDEs approach (Q2228772) (← links)
- A new method of valuing American options based on Brownian models (Q5079101) (← links)
- On perpetual American options in a multidimensional Black–Scholes model (Q5094573) (← links)
