Pages that link to "Item:Q997959"
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The following pages link to Error estimates for binomial approximations of game options (Q997959):
Displaying 15 items.
- Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
- A variational inequality from pricing convertible bond (Q537174) (← links)
- Correction: Error estimates for binomial approximations of game options (Q930687) (← links)
- Binomial approximations of shortfall risk for game options (Q957516) (← links)
- Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
- Dynkin's games and Israeli options (Q1952697) (← links)
- Applications of weak convergence for hedging of game options (Q1958505) (← links)
- Markov cubature rules for polynomial processes (Q1986009) (← links)
- Path-dependent game options with Asian features (Q2128183) (← links)
- Error estimates for binomial approximations of game put options (Q2510955) (← links)
- Option convergence rate with geometric random walks approximations (Q2821904) (← links)
- Limit theorems for partial hedging under transaction costs (Q2875729) (← links)
- Error estimates for multinomial approximations of American options in a class of jump diffusion models (Q3108370) (← links)
- Hedging with risk for game options in discrete time (Q3429339) (← links)
- Optimal stopping and strong approximation theorems† (Q3429344) (← links)
