Pages that link to "Item:Q2448315"
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The following pages link to Spectral binomial tree: new algorithms for pricing barrier options (Q2448315):
Displaying 5 items.
- A spectral algorithm for pricing interest rate options (Q1915790) (← links)
- Binomial tree method for option pricing: discrete cosine transform approach (Q2140059) (← links)
- The binomial interpolated lattice method for step double barrier options (Q2929371) (← links)
- Efficient willow tree method for European-style and American-style moving average barrier options pricing (Q4555115) (← links)
- HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144) (← links)