Pages that link to "Item:Q5189715"
From MaRDI portal
The following pages link to On the analytical–numerical valuation of the Bermudan and American options (Q5189715):
Displaying 3 items.
- On the analytical/numerical pricing of American put options against binomial tree prices (Q2893069) (← links)
- On the binomial tree method and other issues in connection with pricing Bermudan and American options (Q2893070) (← links)
- Truncation and acceleration of the Tian tree for the pricing of American put options (Q5745638) (← links)