Pages that link to "Item:Q316892"
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The following pages link to Convergence rate of free boundary of numerical scheme for American option (Q316892):
Displaying 6 items.
- Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251) (← links)
- Optimal convergence rate of the explicit finite difference scheme for American option valuation (Q2390004) (← links)
- Optimal convergence rate of the binomial tree scheme for American options and their free boundaries (Q2928491) (← links)
- Convergence of the Critical Price In the Approximation of American Options (Q4372008) (← links)
- Convergence Rate of an Explicit Finite Difference Scheme for a Credit Rating Migration Problem (Q4581765) (← links)
- An implicit scheme for American put options (Q6057151) (← links)