Pages that link to "Item:Q2577164"
From MaRDI portal
The following pages link to On convergence of a semi-analytical method for American option pricing (Q2577164):
Displaying 4 items.
- On the convergence of projected triangular decomposition methods for pricing American options with stochastic volatility (Q907564) (← links)
- Weak convergence for approximation of American option prices (Q2787488) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
- CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup> (Q4372039) (← links)