Pages that link to "Item:Q3445888"
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The following pages link to Option Pricing with a Pentanomial Lattice Model that Incorporates Skewness and Kurtosis (Q3445888):
Displaying 5 items.
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- Binomial tree method for option pricing: discrete cosine transform approach (Q2140059) (← links)
- Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices (Q3193137) (← links)
- REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220) (← links)
- HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144) (← links)
