Pages that link to "Item:Q2483085"
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The following pages link to Linear-time option pricing algorithms by combinatorics (Q2483085):
Displaying 6 items.
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- Computationally simple lattice methods for option and bond pricing (Q1037392) (← links)
- Option strategies with linear programming (Q1877041) (← links)
- Very fast algorithms for implied barriers and moving-barrier options pricing (Q2104341) (← links)
- Spectral binomial tree: new algorithms for pricing barrier options (Q2448315) (← links)
- (Q3160520) (← links)