Pages that link to "Item:Q4372008"
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The following pages link to Convergence of the Critical Price In the Approximation of American Options (Q4372008):
Displaying 16 items.
- Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow (Q434251) (← links)
- A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
- On the convergence of projected triangular decomposition methods for pricing American options with stochastic volatility (Q907564) (← links)
- Analytical approximations for the critical stock prices of American options: a performance comparison (Q965897) (← links)
- Applications of weak convergence for hedging of game options (Q1958505) (← links)
- American options and stochastic interest rates (Q2109007) (← links)
- Discrete approximation of finite-horizon American-style options (Q2466765) (← links)
- On convergence of a semi-analytical method for American option pricing (Q2577164) (← links)
- The American put is log-concave in the log-price (Q2581491) (← links)
- When does convergence of asset price processes imply convergence of option prices? (Q2707197) (← links)
- Weak convergence for approximation of American option prices (Q2787488) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup> (Q4372039) (← links)
- Approximation of the Snell Envelope and American Options Prices in dimension one (Q4534857) (← links)
- A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
- Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation (Q6053120) (← links)
