Johnson binomial trees
From MaRDI portal
Publication:5300442
DOI10.1080/14697680902950821zbMath1266.91110OpenAlexW2101215386MaRDI QIDQ5300442
Publication date: 27 June 2013
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://zenodo.org/record/896295
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)
Related Items (2)
Randomized binomial tree and pricing of American-style options ⋮ HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING
Cites Work
This page was built for publication: Johnson binomial trees