Pages that link to "Item:Q2893070"
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The following pages link to On the binomial tree method and other issues in connection with pricing Bermudan and American options (Q2893070):
Displaying 5 items.
- Randomized binomial tree and pricing of American-style options (Q1718063) (← links)
- An efficient finite element method for pricing American multi-asset put options (Q2198473) (← links)
- On the analytical/numerical pricing of American put options against binomial tree prices (Q2893069) (← 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)