Pages that link to "Item:Q1037392"
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The following pages link to Computationally simple lattice methods for option and bond pricing (Q1037392):
Displaying 7 items.
- Chapman-Kolmogorov lattice method for derivatives pricing (Q505800) (← links)
- On the construction and complexity of the bivariate lattice with stochastic interest rate models (Q552270) (← links)
- Lean trees -- a general approach for improving performance of lattice models for option pricing (Q704007) (← links)
- Adaptive lattice methods for multi-asset models (Q1004678) (← links)
- Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations (Q1938899) (← links)
- Linear-time option pricing algorithms by combinatorics (Q2483085) (← links)
- LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135) (← links)