Pages that link to "Item:Q558676"
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The following pages link to On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676):
Displaying 14 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)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- Convergence of option rewards for multivariate price processes (Q2849283) (← links)
- A EUROPEAN OPTION GENERAL FIRST-ORDER ERROR FORMULA (Q2865142) (← links)
- On the Fourier cosine series expansion method for stochastic control problems (Q2931526) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
- State-dependent importance sampling for regularly varying random walks (Q3603200) (← links)
- Pricing Asset Scheduling Flexibility using Optimal Switching (Q3617303) (← links)
- FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY (Q3621562) (← links)
- Optimal Stopping and Reselling of European Options (Q4562221) (← links)
- Regression-Based Complexity Reduction of the Nested Monte Carlo Methods (Q4579837) (← links)
- Efficient Rare-Event Simulation for Multiple Jump Events in Regularly Varying Random Walks and Compound Poisson Processes (Q5108224) (← links)
- On Threshold Strategies and the Smooth-Fit Principle for Optimal Stopping Problems (Q5443709) (← links)
