Pages that link to "Item:Q874917"
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The following pages link to Convergence of the binomial tree method for Asian options in jump-diffusion models (Q874917):
Displaying 7 items.
- A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
- Numerical analysis on binomial tree methods for a jump-diffusion model. (Q1398421) (← links)
- Weak convergence of tree methods to price options on defaultable assets (Q1770202) (← links)
- The rate of convergence of the binomial tree scheme (Q1776001) (← links)
- Analytical binomial lookback options with double-exponential jumps (Q2510894) (← links)
- On the binomial tree method and other issues in connection with pricing Bermudan and American options (Q2893070) (← links)
- Efficient willow tree method for Asian option pricing under Merton jump-diffusion model (Q5196964) (← links)