Pages that link to "Item:Q1624661"
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The following pages link to Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661):
Displaying 3 items.
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Binomial tree method for option pricing: discrete cosine transform approach (Q2140059) (← links)
- A recombining tree method for option pricing with state-dependent switching rates (Q2800054) (← links)