Pages that link to "Item:Q1630416"

The following pages link to A comparison principle for PDEs arising in approximate hedging problems: application to Bermudan options (Q1630416):

Displaying 3 items.

• A level-set approach for stochastic optimal control problems under controlled-loss constraints (Q2198527) (← links)
• A Simple Derivation of and Improvements to Jamshidian's and Rogers' Upper Bound Methods for Bermudan Options (Q5310693) (← links)
• A Numerical Scheme for the Quantile Hedging Problem (Q5853613) (← links)