Pages that link to "Item:Q4785090"
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The following pages link to Implied trees in illiquid markets: A Choquet pricing approach (Q4785090):
Displaying 3 items.
- A comparison of fuzzy regression methods for the estimation of the implied volatility smile function (Q529267) (← links)
- The pricing of options on an interval binomial tree. An application to the DAX-index option market (Q704078) (← links)
- Choquet-based European option pricing with stochastic (and fixed) strikes (Q2516642) (← links)