Pages that link to "Item:Q2787488"
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The following pages link to Weak convergence for approximation of American option prices (Q2787488):
Displaying 4 items.
- Weak convergence of equity derivatives pricing with default risk (Q893958) (← links)
- Functional convergence of Snell envelopes: Applications to American options approximations (Q1387771) (← links)
- Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968) (← links)
- A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS (Q3423398) (← links)