Pages that link to "Item:Q462735"

The following pages link to Option valuation by a self-exciting threshold binomial model (Q462735):

Displayed 5 items.

• A self-exciting threshold jump-diffusion model for option valuation (Q343990) ‎ (← links)
• Convergence rate of regime-switching trees (Q515751) ‎ (← links)
• Multi-period multi-criteria (MPMC) valuation of American options based on entropy optimization principles (Q1678729) ‎ (← links)
• Randomized binomial tree and pricing of American-style options (Q1718063) ‎ (← links)
• Optimal investment-consumption-insurance strategy in a continuous-time self-exciting threshold model (Q5866092) ‎ (← links)