Pages that link to "Item:Q3225015"
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The following pages link to Estimate for the discrete time hedging error of the American option on a dividend-paying stock (Q3225015):
Displaying 6 items.
- The weighted reverse Poincaré-type estimates for the difference of two convex vectors (Q308083) (← links)
- On approximation and energy estimates for delta 6-convex functions (Q1633798) (← links)
- DISCRETE TIME HEDGING OF THE AMERICAN OPTION (Q3161740) (← links)
- Hedging error estimate of the american put option problem in jump-diffusion processes (Q5024445) (← links)
- If 4-convex vectors are closed in uniform norms then their second derivatives are also closed in weighted L2 -norm (Q5742788) (← links)
- Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632) (← links)