Pages that link to "Item:Q3022067"
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The following pages link to DISTRIBUTION-BASED OPTION PRICING ON LATTICE ASSET DYNAMICS MODELS (Q3022067):
Displaying 7 items.
- A recombining lattice option pricing model that relaxes the assumption of lognormality (Q660165) (← links)
- Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859) (← links)
- Option pricing, maturity randomization and distributed computing (Q991134) (← links)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis (Q3445888) (← links)
- Option pricing and hedging with minimum local expected shortfall (Q4610270) (← links)
- LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135) (← links)