Pages that link to "Item:Q2466765"
From MaRDI portal
The following pages link to Discrete approximation of finite-horizon American-style options (Q2466765):
Displaying 6 items.
- Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251) (← links)
- On the problem of optimal stopping for the composite Russian option (Q612170) (← links)
- Optimal stopping problem in a model with compensated refusal of reward (Q650415) (← links)
- Calculating the American options in the default model (Q2371608) (← links)
- American Options With Discrete Dividends Solved by Highly Accurate Discretizations (Q3618340) (← links)
- On the Pricing of American Options in Exponential Lévy Markets (Q5443740) (← links)