Pages that link to "Item:Q2316688"
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The following pages link to Non-recombining trinomial tree pricing model and calibration for the volatility smile (Q2316688):
Displaying 4 items.
- Efficient calibration of trinomial trees for one-factor short rate models (Q1774551) (← links)
- An alternative tree method for calibration of the local volatility (Q2076421) (← links)
- Reconstruction of local volatility surface from American options (Q2681231) (← links)
- Entropy binomial tree method and calibration for the volatility smile (Q4991538) (← links)