Pages that link to "Item:Q5423197"
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The following pages link to Implied non-recombining trees and calibration for the volatility smile (Q5423197):
Displaying 5 items.
- The waterline tree for separable local-volatility models (Q2013448) (← links)
- An alternative tree method for calibration of the local volatility (Q2076421) (← links)
- Non-recombining trinomial tree pricing model and calibration for the volatility smile (Q2316688) (← links)
- Entropy binomial tree method and calibration for the volatility smile (Q4991538) (← links)
- IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS (Q5493852) (← links)