Pages that link to "Item:Q4534857"
From MaRDI portal
The following pages link to Approximation of the Snell Envelope and American Options Prices in dimension one (Q4534857):
Displaying 3 items.
- Functional convergence of Snell envelopes: Applications to American options approximations (Q1387771) (← links)
- On the integral relationship between the early exercise boundary and the value function of the American put option (Q2317104) (← links)
- Error estimates for approximations of American put option price (Q2442033) (← links)