Pages that link to "Item:Q2879016"
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The following pages link to Robust binomial lattices for univariate and multivariate applications: choosing probabilities to match local densities (Q2879016):
Displaying 4 items.
- On the construction and complexity of the bivariate lattice with stochastic interest rate models (Q552270) (← links)
- Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex (Q1621900) (← links)
- Randomized binomial tree and pricing of American-style options (Q1718063) (← links)
- General lattice methods for arithmetic Asian options (Q2286910) (← links)