Pages that link to "Item:Q272652"
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The following pages link to The hexanomial lattice for pricing multi-asset options (Q272652):
Displaying 6 items.
- Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)
- Adaptive lattice methods for multi-asset models (Q1004678) (← links)
- An efficient method for solving spread option pricing problem: numerical analysis and computing (Q1669206) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092) (← links)
- LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135) (← links)