Pages that link to "Item:Q1398421"
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The following pages link to Numerical analysis on binomial tree methods for a jump-diffusion model. (Q1398421):
Displaying 10 items.
- Convergence rate of free boundary of numerical scheme for American option (Q316892) (← links)
- Valuation of \(N\)-stage investments under jump-diffusion processes (Q429535) (← links)
- A mathematical modeling for the lookback option with jump-diffusion using binomial tree method (Q633968) (← links)
- Convergence of the binomial tree method for Asian options in jump-diffusion models (Q874917) (← links)
- Computation of Greeks using binomial trees in a jump-diffusion model (Q1623987) (← links)
- Binomial tree method for option pricing: discrete cosine transform approach (Q2140059) (← links)
- On the rate of convergence of the binomial tree scheme for American options (Q2454708) (← links)
- Analytical binomial lookback options with double-exponential jumps (Q2510894) (← links)
- An Error Analysis of a Finite Element Method with IMEX-Time Semidiscretizations for Some Partial Integro-differential Inequalities Arising in the Pricing of American Options (Q5347524) (← links)
- An implicit scheme for American put options (Q6057151) (← links)
