scientific article

zbMATH Open1353.91047MaRDI QIDQ3179119

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Publication date: 20 December 2016

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Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (4)

Title not available (Why is that?) ⋮ A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model ⋮ HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING ⋮ Title not available (Why is that?)

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