Pages that link to "Item:Q704007"
From MaRDI portal
The following pages link to Lean trees -- a general approach for improving performance of lattice models for option pricing (Q704007):
Displaying 14 items.
- A copula-based approach for generating lattices (Q315036) (← links)
- Optimal stopping made easy (Q878006) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Computationally simple lattice methods for option and bond pricing (Q1037392) (← links)
- The dynamics of implied volatilities: a common principal components approach (Q1417894) (← links)
- Efficient lattice method for valuing of options with barrier in a regime switching model (Q1677719) (← links)
- Efficient calibration of trinomial trees for one-factor short rate models (Q1774551) (← links)
- Training trees on tails with applications to portfolio choice (Q2173122) (← links)
- A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
- Option pricing with regime switching by trinomial tree method (Q2654191) (← links)
- A recombining tree method for option pricing with state-dependent switching rates (Q2800054) (← links)
- Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977) (← links)
- Option Pricing in a Jump-Diffusion Model with Regime Switching (Q3653509) (← links)
- An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092) (← links)
