The following pages link to A universal lattice (Q375479):
Displaying 11 items.
- A copula-based approach for generating lattices (Q315036) (← links)
- On the construction and complexity of the bivariate lattice with stochastic interest rate models (Q552270) (← links)
- A recombining lattice option pricing model that relaxes the assumption of lognormality (Q660165) (← links)
- Computationally simple lattice methods for option and bond pricing (Q1037392) (← links)
- A lattice approach for pricing of multivariate contingent claims (Q1278204) (← links)
- Universal karyon tilings (Q2122469) (← links)
- Building recombining trinomial trees for time-homogeneous diffusion processes (Q2279897) (← links)
- Robust binomial lattices for univariate and multivariate applications: choosing probabilities to match local densities (Q2879016) (← links)
- HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144) (← links)
- UNIVERSAL TRELLISES (Q5292247) (← links)
- An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092) (← links)