Pages that link to "Item:Q2480271"
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The following pages link to Pricing of perpetual American and Bermudan options by binomial tree method (Q2480271):
Displaying 7 items.
- An explicit finite difference approach to the pricing problems of perpetual Bermudan options (Q842831) (← links)
- Randomized binomial tree and pricing of American-style options (Q1718063) (← links)
- Numerical methods for backward Markov chain driven Black-Scholes option pricing (Q2430818) (← links)
- On the binomial tree method and other issues in connection with pricing Bermudan and American options (Q2893070) (← links)
- Numerical solution of an integral equation for perpetual Bermudan options (Q2921908) (← links)
- Exercisability Randomization of the American Option (Q3518307) (← links)
- Pricing formulas for perpetual American options with general payoffs (Q5065585) (← links)