Pages that link to "Item:Q384935"
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The following pages link to American-type options. Stochastic approximation methods. Volume 2 (Q384935):
Displaying 8 items.
- American option pricing under two stochastic volatility processes (Q278970) (← links)
- American-type options. Stochastic approximation methods. Volume 1 (Q384891) (← links)
- On the binomial approximation of the American put (Q2198165) (← links)
- Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
- Skeleton approximations of optimal stopping strategies for American type options with continuous time (Q2740080) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes (Q2974707) (← links)
- Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities (Q4634821) (← links)