Pages that link to "Item:Q1274218"
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The following pages link to Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218):
Displaying 19 items.
- Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
- A generalized complementarity approach to solving real option problems (Q844678) (← links)
- A comparison of lattice based option pricing models on the rate of convergence (Q879530) (← links)
- On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
- The optimal-drift model: an accelerated binomial scheme (Q1936831) (← links)
- The random-time binomial model (Q1960552) (← links)
- Convergence of the trinomial tree method for pricing European/American options (Q2381353) (← links)
- A convergent quadratic-time lattice algorithm for pricing European-style Asian options (Q2383617) (← links)
- Smooth convergence in the binomial model (Q2463704) (← links)
- Option valuation by using discrete singular convolution (Q2570721) (← links)
- Stochastic approximation methods for American type options (Q2807793) (← links)
- Option convergence rate with geometric random walks approximations (Q2821904) (← links)
- A European option general first-order error formula (Q2865142) (← links)
- On the analytical/numerical pricing of American put options against binomial tree prices (Q2893069) (← links)
- Efficient Pricing of Derivatives on Assets with Discrete Dividends (Q3424328) (← links)
- Achieving smooth asymptotics for the prices of European options in binomial trees (Q3623406) (← links)
- HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144) (← links)
- An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092) (← links)
- Truncation and acceleration of the Tian tree for the pricing of American put options (Q5745638) (← links)
