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Browsing by Author Szimayer, Alexander

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A Multinomial Approximation for American Option Prices in Levy Process Models

Author(s)Maller, Ross; Solomon, David H; Szimayer, Alexander
TypeJournal article
Date Published2006
Date Created-

Finite approximation schemes for Levy processes, and their application to optimal stopping problems

Author(s)Szimayer, Alexander; Maller, Ross
TypeJournal article
Date Published2007
Date Created-

Ornstein-Uhlenbeck processes and extensions

Author(s)Maller, Ross; Müller, Gernot; Szimayer, Alexander
TypeBook chapter
Date Published2009
Date Created-
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