The following pages link to Shintaro Suda (Q1623986):
Displaying 4 items.
- Computation of Greeks using binomial trees in a jump-diffusion model (Q1623987) (← links)
- Binomial tree method for option pricing: discrete cosine transform approach (Q2140059) (← links)
- Computation of Greeks in jump-diffusion models using discrete Malliavin calculus (Q2229106) (← links)
- Discrete Malliavin calculus and computations of Greeks in the binomial tree (Q2356101) (← links)