The following pages link to AFFINE LATTICE MODELS (Q4675935):
Displayed 6 items.
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- Fractional immigration-death processes (Q1995919) (← links)
- On the transient behaviour of fractional \(M/M/\infty\) queues (Q2050295) (← links)
- Non-local solvable birth-death processes (Q2135209) (← links)
- REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220) (← links)
- A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING (Q5324398) (← links)