Pages that link to "Item:Q1718063"
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The following pages link to Randomized binomial tree and pricing of American-style options (Q1718063):
Displaying 6 items.
- Assessing the option to abandon an investment project by the binomial options pricing model (Q2668584) (← links)
- Nonparametric predictive inference for American option pricing based on the binomial tree model (Q5079089) (← links)
- A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model (Q5382670) (← links)
- Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density (Q5430349) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)
- A discrete-time benchmark tracking problem in two markets subject to random environments (Q6667806) (← links)