Pages that link to "Item:Q1025615"
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The following pages link to Adaptive placement method on pricing arithmetic average options (Q1025615):
Displaying 5 items.
- Pricing Asian option by the FFT with higher-order error convergence rate under Lévy processes (Q298749) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- An accurate binomial model for pricing American Asian option (Q890640) (← links)
- An adaptive averaging binomial method for option valuation (Q2450702) (← links)
- Pricing tenure payment reverse mortgages with optimal exercised prepayment options by accounting for house prices, interest rates, and mortality risk (Q6053113) (← links)
