Pages that link to "Item:Q5024445"
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The following pages link to Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445):
Displaying 3 items.
- Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion (Q465077) (← links)
- A correction note to ``Discrete time hedging errors for options with irregular payoffs'' (Q468422) (← links)
- Error estimates for binomial approximations of game put options (Q2510955) (← links)
