Pages that link to "Item:Q1670205"
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The following pages link to Multi-purpose binomial model: fitting all moments to the underlying geometric Brownian motion (Q1670205):
Displaying 7 items.
- Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex (Q1621900) (← links)
- Binomial trees as dynamical systems (Q1841409) (← links)
- Non-tradability interval for heterogeneous rational players in the option markets (Q2127366) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- Generalized Cox-Ross-Rubinstein Binomial Models (Q3116096) (← links)
- OPTION PRICING IN MARKETS WITH INFORMED TRADERS (Q5148004) (← links)
- Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density (Q5430349) (← links)