Pages that link to "Item:Q1762863"
From MaRDI portal
The following pages link to A two-step simulation procedure to analyze the exercise features of American options (Q1762863):
Displaying 3 items.
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- A multinomial tree model for pricing credit default swap options (Q2513334) (← links)
- A FAST, STABLE AND ACCURATE NUMERICAL METHOD FOR THE BLACK–SCHOLES EQUATION OF AMERICAN OPTIONS (Q3527432) (← links)
