Pages that link to "Item:Q1397603"
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The following pages link to An efficient binomial method for pricing American options (Q1397603):
Displaying 22 items.
- Pricing real estate index options by compactly supported radial-polynomial basis point interpolation (Q679600) (← links)
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- An accurate binomial model for pricing American Asian option (Q890640) (← links)
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
- A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
- Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
- Fast accurate binomial pricing (Q1381489) (← links)
- Randomized binomial tree and pricing of American-style options (Q1718063) (← links)
- A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
- The rate of convergence of the binomial tree scheme (Q1776001) (← links)
- Pricing and simulation for real estate index options: radial basis point interpolation (Q2150396) (← links)
- An adaptive averaging binomial method for option valuation (Q2450702) (← links)
- New insights on testing the efficiency of methods of pricing and hedging American options (Q2456420) (← links)
- Modulus-based successive overrelaxation method for pricing American options (Q2855158) (← links)
- On the analytical/numerical pricing of American put options against binomial tree prices (Q2893069) (← links)
- An efficient binomial tree method for cliquet options (Q2895902) (← links)
- A New Approach for American Option Pricing: The Dynamic Chebyshev Method (Q4628394) (← links)
- A multi-dimensional local average lattice method for multi-asset models (Q5397424) (← links)
- PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD (Q5483504) (← links)
- A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes (Q5962134) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
