Pages that link to "Item:Q660165"
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The following pages link to A recombining lattice option pricing model that relaxes the assumption of lognormality (Q660165):
Displaying 5 items.
- A copula-based approach for generating lattices (Q315036) (← links)
- DISTRIBUTION-BASED OPTION PRICING ON LATTICE ASSET DYNAMICS MODELS (Q3022067) (← links)
- Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis (Q3445888) (← links)
- (Q4501724) (← links)
- HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144) (← links)