This is a preview. Log in through your library . Abstract Let X, X₁, X₂,... be i.i.d. ℝd-valued real random vectors. Assume that EX = 0, cov X = ℂ, E∥X∥² = σ² and that X is not concentrated in a ...
SIAM Journal on Numerical Analysis, Vol. 34, No. 4 (Aug., 1997), pp. 1600-1615 (16 pages) This paper deals with a posteriori error estimators for nonconforming ...
This paper provides an efficient and accurate hybrid method to price American standard options in certain jump-diffusion models and American barrier-type options under the Black–Scholes framework. Our ...
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