Pages that link to "Item:Q704078"
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The following pages link to The pricing of options on an interval binomial tree. An application to the DAX-index option market (Q704078):
Displaying 6 items.
- A comparison of fuzzy regression methods for the estimation of the implied volatility smile function (Q529267) (← links)
- A fuzzy approach to R{\&}D project portfolio selection (Q881794) (← links)
- Optimal selection of a portfolio of options under value-at-risk constraints: a scenario approach (Q2430628) (← links)
- Choquet-based European option pricing with stochastic (and fixed) strikes (Q2516642) (← links)
- On the no-arbitrage condition in option implied trees (Q2519099) (← links)
- Implied trees in illiquid markets: A Choquet pricing approach (Q4785090) (← links)