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Performance of Delta-hedging strategies in interval models : a robustness study
Roorda, B.; Engwerda, Jacob Christiaan; Schumacher, Hans - 1999
Persistent link: https://www.econbiz.de/10000168292
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An irregular grid approach for pricing high-dimensional American options
Berridge, S. J. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718087
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An irregular grid approach for pricing high-dimensional American options
Berridge, S. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
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Pricing high-dimensional American options using local consistency conditions
Berridge, S. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
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Using localosed quadratic functions on an irregular grid for pricing high-dimensional American options
Berridge, S. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989047