Pages that link to "Item:Q2381353"
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The following pages link to Convergence of the trinomial tree method for pricing European/American options (Q2381353):
Displaying 19 items.
- A HODIE finite difference scheme for pricing American options (Q667962) (← links)
- A comparison of lattice based option pricing models on the rate of convergence (Q879530) (← links)
- On the convergence of projected triangular decomposition methods for pricing American options with stochastic volatility (Q907564) (← links)
- Implied trinomial trees and their implementation with XploRe (Q1424653) (← links)
- Weak convergence of tree methods to price options on defaultable assets (Q1770202) (← links)
- An alternative tree method for calibration of the local volatility (Q2076421) (← links)
- Pricing the American options: a closed-form, simple formula (Q2140741) (← links)
- Pricing the American options using the Black-Scholes pricing formula (Q2150964) (← links)
- Building recombining trinomial trees for time-homogeneous diffusion processes (Q2279897) (← links)
- Non-recombining trinomial tree pricing model and calibration for the volatility smile (Q2316688) (← links)
- Convergence rates of trinomial tree methods for option pricing under regime-switching models (Q2343665) (← links)
- Convergence of binomial tree method for American options (Q2759779) (← links)
- Option convergence rate with geometric random walks approximations (Q2821904) (← links)
- Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
- Convergence of trinomial formula for European option pricing (Q5096006) (← links)
- (Q5128373) (← links)
- American Option Valuation under Continuous-Time Markov Chains (Q5262446) (← links)
- A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model (Q5382670) (← links)
- Spectral properties of trinomial trees (Q5438850) (← links)
