Pages that link to "Item:Q2252708"
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The following pages link to Higher-order interpolated lattice schemes for multidimensional option pricing problems (Q2252708):
Displaying 5 items.
- Chapman-Kolmogorov lattice method for derivatives pricing (Q505800) (← links)
- An operator splitting method for multi-asset options with the Feynman-Kac formula (Q2693555) (← links)
- A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing (Q4957242) (← links)
- An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092) (← links)
- LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION (Q5700135) (← links)