An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092): Difference between revisions

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+CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE‐ TO CONTINUOUS‐TIME FINANCIAL MODELS<sup>1</sup>
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+Lean trees -- a general approach for improving performance of lattice models for option pricing
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+Pricing American-style securities using simulation
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+A universal lattice
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+Evaluating Environmental Investments: A Real Options Approach
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+An Intertemporal General Equilibrium Model of Asset Prices
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+Option pricing: A simplified approach
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+Q4794153
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+A lattice approach for pricing of multivariate contingent claims
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+Martingales and arbitrage in multiperiod securities markets
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+Multinomial Approximating Models for Options with k State Variables
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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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