Pages that link to "Item:Q1278204"
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The following pages link to A lattice approach for pricing of multivariate contingent claims (Q1278204):
Displaying 12 items.
- Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex (Q1621900) (← links)
- On the pricing of multi-asset options under jump-diffusion processes using meshfree moving least-squares approximation (Q2204419) (← links)
- General lattice methods for arithmetic Asian options (Q2286910) (← links)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- Robust binomial lattices for univariate and multivariate applications: choosing probabilities to match local densities (Q2879016) (← links)
- Pricing swing options in the electricity markets under regime-switching uncertainty (Q2994840) (← links)
- Accurate closed-form approximation for pricing Asian and basket options (Q3552634) (← links)
- Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models (Q4991044) (← links)
- TAXATION OF A GMWB VARIABLE ANNUITY IN A STOCHASTIC INTEREST RATE MODEL (Q5140087) (← links)
- A multi-dimensional local average lattice method for multi-asset models (Q5397424) (← links)
- An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092) (← links)
- A financial model of flexible manufacturing systems planning under uncertainty: identification, valuation and applications of real options (Q5444496) (← links)
