Pages that link to "Item:Q5143651"
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The following pages link to Willow tree method for European and American option pricing under variance Gamma model (Q5143651):
Displaying 3 items.
- Efficient willow tree method for European-style and American-style moving average barrier options pricing (Q4555115) (← links)
- Efficient willow tree method for Asian option pricing under Merton jump-diffusion model (Q5196964) (← links)
- Robust willow tree method under Lévy processes (Q6098950) (← links)