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Group by: Official Date | Item Type | Funder | No Grouping
Jump to: 2019
Number of items: 4.

2019

Norgilas, Dominykas (2019) Techniques and approaches for pricing American option. PhD thesis, University of Warwick.

Jacka, Saul D. and Norgilas, Dominykas (2019) On the compensator in the Doob-Meyer decomposition of the Snell envelope. SIAM Journal on Control and Optimization, 57 (3). pp. 1869-1889. doi:10.1137/18M1180931

Hobson, David G. and Norgilas, Dominykas (2019) Robust bounds for the American put. Finance and Stochastics, 23 (2). pp. 359-395. doi:10.1007/s00780-019-00385-4

Hobson, David G. and Norgilas, Dominykas (2019) The left-curtain martingale coupling in the presence of atoms. The Annals of Applied Probability, 29 (3). pp. 1904-1928. doi:10.1214/18-AAP1450

This list was generated on Sun Jan 29 09:21:06 2023 GMT.
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