Pages that link to "Item:Q3518307"
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The following pages link to Exercisability Randomization of the American Option (Q3518307):
Displaying 5 items.
- Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
- The randomized American option as a classical solution to the penalized problem (Q898213) (← links)
- American options exercise boundary when the volatility changes randomly (Q1288991) (← links)
- Option convergence rate with geometric random walks approximations (Q2821904) (← links)
- A European option general first-order error formula (Q2865142) (← links)