Truncation and acceleration of the Tian tree for the pricing of American put options (Q5745638): Difference between revisions

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Property / author: Ting Chen / rank
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Property / author: Ting Chen / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL: https://doi.org/10.1080/14697688.2011.617776 / rank
 
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Property / OpenAlex ID: W3125159664 / rank
 
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Property / cites work
 
Property / cites work: CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup> / rank
 
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Property / cites work: Option pricing: A simplified approach / rank
 
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Property / cites work: Q3533738 / rank
 
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Property / cites work: Error estimates for the binomial approximation of American put options / rank
 
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Property / cites work: Pricing the American put option: A detailed convergence analysis for binomial models / rank
 
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Property / cites work: On the analytical–numerical valuation of the Bermudan and American options / rank
 
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Property / cites work: An exact and explicit solution for the valuation of American put options / rank
 
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Latest revision as of 07:03, 7 July 2024

scientific article; zbMATH DE number 6252522
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Truncation and acceleration of the Tian tree for the pricing of American put options
scientific article; zbMATH DE number 6252522

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