Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree (Q3502207): Difference between revisions

@@ Property / author @@
-Frederi G. Viens
@@ Property / author: Frederi G. Viens / rank @@
-Normal rank
@@ Property / author @@
+Frederi G. Viens
@@ Property / author: Frederi G. Viens / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1080/13504860701596745
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+W1991761850
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@@ Property / cites work @@
+A simple approach for pricing equity options with Markov switching state variables
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating stochastic volatility diffusion using conditional moments of integrated volatility
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@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
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@@ Property / cites work @@
+Q3721531
@@ Property / cites work: Q3721531 / rank @@
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@@ Property / cites work @@
+Q4509488
@@ Property / cites work: Q4509488 / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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@@ Property / cites work @@
+An Intertemporal Capital Asset Pricing Model
@@ Property / cites work: An Intertemporal Capital Asset Pricing Model / rank @@
+Normal rank
@@ Property / cites work @@
+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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+Publication:3502207