Pages that link to "Item:Q505800"
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The following pages link to Chapman-Kolmogorov lattice method for derivatives pricing (Q505800):
Displaying 4 items.
- Lattice Boltzmann methods for solving partial differential equations of exotic option pricing (Q256532) (← links)
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- An efficient and accurate lattice for pricing derivatives under a jump-diffusion process (Q613244) (← links)
- Randomized binomial tree and pricing of American-style options (Q1718063) (← links)