Pages that link to "Item:Q434251"
From MaRDI portal
The following pages link to Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251):
Displaying 3 items.
- Existence and uniqueness of a solution in the space of BV functions to the equation of a vibrating membrane with a ``viscosity'' term (Q457928) (← links)
- Weak convergence for approximation of American option prices (Q2787488) (← links)
- CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup> (Q4372039) (← links)