Pages that link to "Item:Q2088436"
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The following pages link to Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436):
Displaying 4 items.
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS (Q3423398) (← links)
- A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model (Q5382670) (← links)
- A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS (Q5464338) (← links)