The following pages link to Fast accurate binomial pricing (Q1381489):
Displaying 21 items.
- A boundary element method to price time-dependent double barrier options (Q426959) (← links)
- A comparison of lattice based option pricing models on the rate of convergence (Q879530) (← links)
- A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- Pricing American barrier options with discrete dividends by binomial trees (Q1037388) (← links)
- The valuation of American barrier options using the decomposition technique (Q1583156) (← links)
- A very efficient approach to compute the first-passage probability density function in a time-changed Brownian model: applications in finance (Q1620012) (← links)
- The random-time binomial model (Q1960552) (← links)
- Efficient and high accuracy pricing of barrier options under the CEV diffusion (Q2252824) (← links)
- Spectral binomial tree: new algorithms for pricing barrier options (Q2448315) (← links)
- A very fast and accurate boundary element method for options with moving barrier and time-dependent rebate (Q2448388) (← links)
- Hedging in an illiquid binomial market (Q2510779) (← links)
- Pricing catastrophe options in discrete operational time (Q2518548) (← links)
- A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
- Binomial options pricing has no closed-form solution (Q2919949) (← links)
- The binomial interpolated lattice method for step double barrier options (Q2929371) (← links)
- RISK SENSITIVITIES OF BERMUDA SWAPTIONS (Q3022106) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
- CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES (Q4906512) (← links)
- Time-dependent weak rate of convergence for functions of generalized bounded variation (Q5005986) (← links)
- LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES (Q5696293) (← links)
