The following pages link to Optimal stopping and embedding (Q2725312):
Displaying 12 items.
- Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
- Optimal stopping made easy (Q878006) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
- On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)
- A European option general first-order error formula (Q2865142) (← links)
- Error estimates for multinomial approximations of American options in a class of jump diffusion models (Q3108370) (← links)
- Approximation of the Snell Envelope and American Options Prices in dimension one (Q4534857) (← links)
- Recombining Tree Approximations for Optimal Stopping for Diffusions (Q4579835) (← links)
- Time-dependent weak rate of convergence for functions of generalized bounded variation (Q5005986) (← links)
- Deep optimal stopping (Q5381128) (← links)
