HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144): Difference between revisions

@@ Property / author @@
-Radu S. Tunaru
@@ Property / author: Radu S. Tunaru / rank @@
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@@ Property / author @@
+Radu S. Tunaru
@@ Property / author: Radu S. Tunaru / rank @@
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+MaRDI publication profile
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@@ Property / cites work @@
+A universal lattice
@@ Property / cites work: A universal lattice / rank @@
+Normal rank
@@ Property / cites work @@
+Evaluation of American option prices in a path integral framework using Fourier-Hermite series expansions
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+Option pricing: A simplified approach
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+A method for simulating non-normal distributions
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+Martingales and stochastic integrals in the theory of continuous trading
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+Statistical Simulation
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+A recombining lattice option pricing model that relaxes the assumption of lognormality
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+Q4315010
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+SYSTEMS OF FREQUENCY CURVES GENERATED BY METHODS OF TRANSLATION
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+Pricing the American put option: A detailed convergence analysis for binomial models
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+Binomial models for option valuation - examining and improving convergence
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+Valuing American Options by Simulation: A Simple Least-Squares Approach
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+CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS
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+Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis
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@@ Property / cites work @@
+Johnson binomial trees
@@ Property / cites work: Johnson binomial trees / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024912500586
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@@ Property / OpenAlex ID @@
+W2083178482
@@ Property / OpenAlex ID: W2083178482 / rank @@
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+Publication:4909144