Pages that link to "Item:Q1624661"

The following pages link to Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661):

Displaying 2 items.

• Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
• Binomial tree method for option pricing: discrete cosine transform approach (Q2140059) (← links)