Pages that link to "Item:Q853859"
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The following pages link to Properties of multinomial lattices with cumulants for option pricing and hedging (Q853859):
Displaying 6 items.
- Dynamic conic hedging for competitiveness (Q317543) (← links)
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- Cumulants of multinomial and negative multinomial distributions (Q2452868) (← links)
- Asian Options, Jump-Diffusion Processes on a Lattice, and Vandermonde Matrices (Q3193137) (← links)
