Computationally simple lattice methods for option and bond pricing (Q1037392): Difference between revisions

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+A universal lattice
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+Normal rank
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
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+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
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+Pricing and Hedging Path-Dependent Options Under the CEV Process
+Normal rank
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+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
+Normal rank