Pages that link to "Item:Q1044217"
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The following pages link to Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions (Q1044217):
Displaying 14 items.
- A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
- An iterative method for pricing American options under jump-diffusion models (Q534258) (← links)
- Computational methods for pricing American put options (Q850830) (← links)
- Efficient numerical Fourier methods for coupled forward-backward SDEs (Q898981) (← links)
- Pricing of American put option under a jump diffusion process with stochastic volatility in an incomplete market (Q1722394) (← links)
- Radial basis functions with application to finance: American put option under jump diffusion (Q1931063) (← links)
- An algorithm based on an iterative optimal stopping method for Feller processes with applications to impulse control, perturbation, and possibly zero random discount problems (Q2095165) (← links)
- Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968) (← links)
- The Optimal Dividend Problem in the Dual Model (Q3191821) (← links)
- Numerical Analysis of American Option Pricing in a Jump-Diffusion Model (Q4361790) (← links)
- Comparison and survey of finite difference methods for pricing American options under finite activity jump-diffusion models (Q4903538) (← links)
- Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
- NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS (Q5411742) (← links)
- Optimal stopping, free boundary, and American option in a jump-diffusion model (Q5961568) (← links)
