Works matching IS 09492984 AND DT 2013 AND VI 17 AND IP 3
Results: 7
Quantitative error estimates for a least-squares Monte Carlo algorithm for American option pricing.
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- Finance & Stochastics, 2013, v. 17, n. 3, p. 503, doi. 10.1007/s00780-013-0204-9
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- Article
Duality and convergence for binomial markets with friction.
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- Finance & Stochastics, 2013, v. 17, n. 3, p. 447, doi. 10.1007/s00780-012-0192-1
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- Article
Robust utility maximization for a diffusion market model with misspecified coefficients.
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- Finance & Stochastics, 2013, v. 17, n. 3, p. 535, doi. 10.1007/s00780-012-0199-7
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- Article
Model-independent bounds for option prices-a mass transport approach.
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- Finance & Stochastics, 2013, v. 17, n. 3, p. 477, doi. 10.1007/s00780-013-0205-8
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- Article
Dynamic no-good-deal pricing measures and extension theorems for linear operators on L.
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- Finance & Stochastics, 2013, v. 17, n. 3, p. 587, doi. 10.1007/s00780-012-0195-y
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- Article
A reading guide for last passage times with financial applications in view.
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- Finance & Stochastics, 2013, v. 17, n. 3, p. 615, doi. 10.1007/s00780-013-0207-6
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- Article
Equilibrium model with default and dynamic insider information.
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- Finance & Stochastics, 2013, v. 17, n. 3, p. 565, doi. 10.1007/s00780-012-0196-x
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- Article