Pages that link to "Item:Q1586594"
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The following pages link to On the option pricing for a generalization of the binomial model (Q1586594):
Displaying 14 items.
- Option pricing using a binomial model with random time steps (A formal model of gamma hedging) (Q375247) (← links)
- Option valuation by a self-exciting threshold binomial model (Q462735) (← links)
- Generalization of an integral option (Q1278154) (← links)
- Variations of the Cox-Ross-Rubinstein model -- conservative pricing strategies (Q1396990) (← links)
- Binomial option pricing with nonidentically distributed returns and its implications (Q1596873) (← links)
- The random-time binomial model (Q1960552) (← links)
- On the practical point of view of option pricing (Q2101128) (← links)
- Option pricing: a yet simpler approach (Q2145691) (← links)
- Binomial options pricing has no closed-form solution (Q2919949) (← links)
- (Q3007889) (← links)
- Option hedging in the binomial model with differing interest rates (Q4256790) (← links)
- Nonconvergence in the Variation of the Hedging Strategy of a European Call Option (Q4825511) (← links)
- On option pricing models in the presence of heavy tails (Q5433102) (← links)
- On a generalized Cox-Ross-Rubinstein option market model (Q5946858) (← links)