Pages that link to "Item:Q2321382"
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The following pages link to Pricing American options using a nonparametric entropy approach (Q2321382):
Displaying 4 items.
- Canonical least-squares Monte Carlo valuation of American options: convergence and empirical pricing analysis (Q1719097) (← links)
- Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
- Efficient option pricing in crisis based on dynamic elasticity of variance model (Q2314728) (← links)
- Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean (Q5363202) (← links)