Pages that link to "Item:Q5455556"
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The following pages link to Option pricing: A simplified approach (Q5455556):
Displayed 50 items.
- Statistical regularities in the return intervals of volatility (Q978840) (← links)
- Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (Q984281) (← links)
- Predictability and unpredictability in financial markets (Q992162) (← links)
- Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) (Q992724) (← links)
- Error estimates for binomial approximations of game options (Q997959) (← links)
- Adaptive lattice methods for multi-asset models (Q1004678) (← links)
- An efficient method for option pricing with discrete dividend payment (Q1004745) (← links)
- Accurate and efficient lattice algorithms for American-style Asian options with range bounds (Q1008586) (← links)
- A software architecture framework for on-line option pricing (Q1009366) (← links)
- Adaptive placement method on pricing arithmetic average options (Q1025615) (← links)
- On improving the least squares Monte Carlo option valuation method (Q1025618) (← links)
- Implied recovery (Q1032681) (← links)
- Pricing American barrier options with discrete dividends by binomial trees (Q1037388) (← links)
- Computationally simple lattice methods for option and bond pricing (Q1037392) (← links)
- Option pricing under the Merton model of the short rate (Q1037800) (← links)
- A fuzzy pay-off method for real option valuation (Q1040024) (← links)
- On the use of semimartingales and stochastic integrals to model continuous trading (Q1088571) (← links)
- An extension of the Black-Scholes model of security valuation (Q1106069) (← links)
- Option pricing methods: an overview (Q1116873) (← links)
- Martingales and stochastic integrals in the theory of continuous trading (Q1162768) (← links)
- A simplified treatment of the theory of optimal regulation of Brownian motion (Q1177284) (← links)
- Optimal consumption-portfolio policies: A convergence from discrete to continuous time models (Q1181669) (← links)
- Bond options and bond portfolio insurance (Q1182784) (← links)
- Qualitative threshold ARCH models (Q1185111) (← links)
- An actuarial approach to option pricing under the physical measure and without market assumptions (Q1265918) (← links)
- Products of trees for investment analysis (Q1274217) (← links)
- Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
- A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model (Q1274470) (← links)
- A lattice approach for pricing of multivariate contingent claims (Q1278204) (← links)
- Transaction costs and efficiency of portfolio strategies (Q1278207) (← links)
- Searching for an optimal rotation age forest stand management under stochastic log prices (Q1291729) (← links)
- A more accurate finite difference approach to the pricing of contingent claims (Q1294132) (← links)
- An upwind approach for an American and European option pricing model (Q1294336) (← links)
- Utility based option pricing with proportional transaction costs and diversification problems: An interior-point optimization approach (Q1294549) (← links)
- Call option pricing and replication under economic friction (Q1296020) (← links)
- Option replication with transaction costs: general diffusion limits (Q1296601) (← links)
- Error estimates for the binomial approximation of American put options (Q1296626) (← links)
- Valuing flexibility: An impulse control framework (Q1313148) (← links)
- Approximate valuation of average options (Q1313150) (← links)
- Stimmrechtsbeschränkung und take-over (Q1331792) (← links)
- Spanning, valuation and options (Q1338119) (← links)
- From binomial expectations to the Black-Scholes formula: The main ideas (Q1364725) (← links)
- A variational approach for pricing options and corporate bounds (Q1367716) (← links)
- Local parametric analysis of hedging in discrete time (Q1372930) (← links)
- An option pricing problem with the underlying stock paying dividends (Q1377185) (← links)
- Pricing American-style securities using simulation (Q1391436) (← links)
- Optimal delta-hedging under transactions costs (Q1391437) (← links)
- Numerical analysis on binomial tree methods for a jump-diffusion model. (Q1398421) (← links)
- A discrete-time model of American put option in an uncertain environment. (Q1406962) (← links)
- Progressive option bounds from the sequence of concurrently expiring options. (Q1406968) (← links)