A copula-based approach for generating lattices (Q315036): Difference between revisions

@@ Property / DOI @@
-.1007/s11147-015-9111-x
@@ Property / DOI: 10.1007/s11147-015-9111-x / rank @@
-Normal rank
@@ Property / OpenAlex ID @@
+W858042963
@@ Property / OpenAlex ID: W858042963 / rank @@
+Normal rank
@@ Property / cites work @@
+Lean trees -- a general approach for improving performance of lattice models for option pricing
+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 @@
+On a semi-linear Schrödinger equation in \(\mathbb R^{N}\)
+Normal rank
@@ Property / cites work @@
+A universal lattice
@@ Property / cites work: A universal lattice / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Cox-Ross-Rubinstein Binomial Models
@@ Property / cites work: Generalized Cox-Ross-Rubinstein Binomial Models / rank @@
+Normal rank
@@ Property / cites work @@
+A binomial approximation for two-state Markovian HJM models
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Q4433608
@@ Property / cites work: Q4433608 / rank @@
+Normal rank
@@ Property / cites work @@
+Student's \(t\)-distribution and related stochastic processes
+Normal rank
@@ Property / cites work @@
+Consistent ranking of volatility models
@@ Property / cites work: Consistent ranking of volatility models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+A recombining lattice option pricing model that relaxes the assumption of lognormality
+Normal rank
@@ Property / cites work @@
+Three-Point Approximations for Continuous Random Variables
+Normal rank
@@ Property / cites work @@
+Approximate means and standard deviations based on distances between percentage points of frequency curves
+Normal rank
@@ Property / cites work @@
+Q4521614
@@ Property / cites work: Q4521614 / rank @@
+Normal rank
@@ Property / cites work @@
+A Copulas-Based Approach to Modeling Dependence in Decision Trees
+Normal rank
@@ Property / cites work @@
+A generalized asymmetric Student-\(t\) distribution with application to financial econometrics
+Normal rank
@@ Property / DOI @@
+.1007/S11147-015-9111-X
@@ Property / DOI: 10.1007/S11147-015-9111-X / rank @@
+Normal rank