Adaptive lattice methods for multi-asset models (Q1004678): Difference between revisions

@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+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 @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Financial Option Valuation
@@ Property / cites work: An Introduction to Financial Option Valuation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4356580
@@ Property / cites work: Q4356580 / rank @@
+Normal rank
@@ Property / cites work @@
+Binomial models for option valuation - examining and improving convergence
+Normal rank
@@ Property / cites work @@
+The rate of convergence of the binomial tree scheme
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Multinomial Approximating Models for Options with k State Variables
+Normal rank
@@ Property / cites work @@
+Adaptive weak approximation of stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Adaptive Monte Carlo Algorithms for Stopped Diffusion
+Normal rank