Pages that link to "Item:Q462735"
From MaRDI portal
The following pages link to Option valuation by a self-exciting threshold binomial model (Q462735):
Displaying 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)
