Pages that link to "Item:Q2706472"

The following pages link to On the approximation of optimal stopping problems with application to financial mathematics (Q2706472):

Displaying 26 items.

• An adaptive extrapolation discontinuous Galerkin method for the valuation of Asian options (Q534248) (← links)
• A numerical analysis of variational valuation techniques for derivative securities (Q702595) (← links)
• Optimal stopping and American options with discrete dividends and exogenous risk (Q704408) (← links)
• On the valuation of interest rate products under multi-factor HJM term-structures (Q731956) (← links)
• Implicit-explicit Runge-Kutta methods for financial derivatives pricing models (Q819096) (← links)
• Variational inequalities applied to option market problem (Q945263) (← links)
• Penalty methods for the numerical solution of American multi-asset option problems (Q952073) (← links)
• Stochastic optimal control of ultradiffusion processes with application to dynamic portfolio management (Q952084) (← links)
• Calibration of a path-dependent volatility model: empirical tests (Q961413) (← links)
• Superconvergence estimates of finite element methods for American options (Q993293) (← links)
• Stopping problems of certain multiplicative functionals and optimal investment with transaction costs (Q996069) (← links)
• Finite difference approximation for stochastic optimal stopping problems with delays (Q1008794) (← links)
• On the use of boundary conditions for variational formulations arising in financial mathematics. (Q1855082) (← links)
• Approximation of optimal stopping problems. (Q1879497) (← links)
• A spectral method for bonds (Q2384583) (← links)
• Pricing multi-asset American options: A finite element method-of-Lines with smooth penalty (Q2465446) (← links)
• On the approximation of infinite dimensional optimal stopping problems with application to mathematical finance (Q2481387) (← links)
• From Disorder Detection to Optimal Stopping and Mathematical Finance (Q3578018) (← links)
• (Q3810730) (← links)
• (Q4352615) (← links)
• Optimal stopping of Markov processes: Hilbert space theory, approximation algorithms, and an application to pricing high-dimensional financial derivatives (Q4506926) (← links)
• Approximation of Optimal Stopping Problems and Variational Inequalities Involving Multiple Scales in Economics and Finance (Q4606781) (← links)
• CHANGE OF NUMÉRAIRE AND AMERICAN OPTIONS (Q4796575) (← links)
• Optimal control of ultradiffusion processes with application to mathematical finance (Q4983283) (← links)
• (Q5471264) (← links)
• A penalty method for American multi-asset option problems (Q6040370) (← links)