On the construction and complexity of the bivariate lattice with stochastic interest rate models (Q552270): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.camwa.2010.12.061 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2047380170 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: An equilibrium characterization of the term structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing Interest-Rate-Derivative Securities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Efficient option pricing on stocks paying discrete or path-dependent dividends with the stair tree / rank
 
Normal rank
Property / cites work
 
Property / cites work: On accurate and provably efficient GARCH option pricing algorithms / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic calculus for finance. II: Continuous-time models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option pricing: A simplified approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2768497 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Calibrating the Black-Derman-Toy model: some theoretical results / rank
 
Normal rank

Latest revision as of 08:15, 4 July 2024

scientific article
Language Label Description Also known as
English
On the construction and complexity of the bivariate lattice with stochastic interest rate models
scientific article

    Statements

    On the construction and complexity of the bivariate lattice with stochastic interest rate models (English)
    0 references
    0 references
    0 references
    21 July 2011
    0 references
    0 references
    lattice
    0 references
    stochastic interest rate model
    0 references
    complexity
    0 references
    0 references