Pages that link to "Item:Q2929371"
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The following pages link to The binomial interpolated lattice method for step double barrier options (Q2929371):
Displaying 9 items.
- Fast accurate binomial pricing (Q1381489) (← links)
- Efficient lattice method for valuing of options with barrier in a regime switching model (Q1677719) (← links)
- Spectral binomial tree: new algorithms for pricing barrier options (Q2448315) (← links)
- Pricing double barrier options (Q2824904) (← links)
- Pricing Discrete European Barrier Options Using Lattice Random Walks (Q4825513) (← links)
- A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
- An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092) (← links)
- LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135) (← links)
- Pricing exotic options in the incomplete market: an imprecise probability method (Q6580712) (← links)