Pages that link to "Item:Q5210915"
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The following pages link to AMERICAN OPTION PRICING WITH REGRESSION: CONVERGENCE ANALYSIS (Q5210915):
Displaying 4 items.
- Convergence of estimated option price in a regime switching market (Q2520133) (← links)
- Weak convergence for approximation of American option prices (Q2787488) (← links)
- American Option Pricing Using Simulation and Regression: Numerical Convergence Results (Q2920953) (← links)
- CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup> (Q4372039) (← links)