Pages that link to "Item:Q2759779"
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The following pages link to Convergence of binomial tree method for American options (Q2759779):
Displaying 12 items.
- Convergence of the binomial tree method for Asian options in jump-diffusion models (Q874917) (← links)
- Randomized binomial tree and pricing of American-style options (Q1718063) (← links)
- Convergence of the trinomial tree method for pricing European/American options (Q2381353) (← links)
- On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)
- Smooth convergence in the binomial model (Q2463704) (← links)
- Pricing of perpetual American and Bermudan options by binomial tree method (Q2480271) (← links)
- On the analytical/numerical pricing of American put options against binomial tree prices (Q2893069) (← links)
- On the binomial tree method and other issues in connection with pricing Bermudan and American options (Q2893070) (← links)
- Optimal convergence rate of the binomial tree scheme for American options and their free boundaries (Q2928491) (← links)
- Convergence of the Critical Price In the Approximation of American Options (Q4372008) (← links)
- One-state variable binomial models for European-/American-style geometric Asian options (Q4647271) (← links)
- Optimal portfolio choice in a binomial-tree and its convergence (Q5083311) (← links)