Pages that link to "Item:Q2198165"
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The following pages link to On the binomial approximation of the American put (Q2198165):
Displaying 6 items.
- On strong causal binomial approximation for stochastic processes (Q478653) (← links)
- Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
- Error estimates for the binomial approximation of American put options (Q1296626) (← links)
- The random-time binomial model (Q1960552) (← links)
- Error estimates for approximations of American put option price (Q2442033) (← links)
- On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)