Pages that link to "Item:Q3168708"
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The following pages link to A Stochastic Approximation Algorithm for American Lookback Put Options (Q3168708):
Displaying 4 items.
- Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Primal-Dual Active Set Method for American Lookback Put Option Pricing (Q4605731) (← links)
- (Q5297395) (← links)