Pages that link to "Item:Q2893069"
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The following pages link to On the analytical/numerical pricing of American put options against binomial tree prices (Q2893069):
Displaying 7 items.
- A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
- Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
- An efficient binomial method for pricing American options (Q1397603) (← links)
- Randomized binomial tree and pricing of American-style options (Q1718063) (← links)
- On the binomial tree method and other issues in connection with pricing Bermudan and American options (Q2893070) (← links)
- A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model (Q5382670) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)