Option pricing: A simplified approach
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Publication:5455556
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- ANALYTIC BACKWARD INDUCTION OF OPTION CASH FLOWS: A NEW APPLICATION PARADIGM FOR THE MARKOVIAN INTEREST RATE MODELS
- The effects of changing margin levels on futures options price
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- scientific article; zbMATH DE number 4016550 (Why is no real title available?)
- On the analytical/numerical pricing of American put options against binomial tree prices
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- Solving American option optimal control problems in financial markets using a novel neural network
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- A software architecture framework for on-line option pricing
- On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options
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- Effective and simple VWAP options pricing model
- The binomial interpolated lattice method for step double barrier options
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- NEW NUMERICAL SCHEME FOR PRICING AMERICAN OPTION WITH REGIME-SWITCHING
- Pricing American barrier options with discrete dividends by binomial trees
- Option pricing for stable and infinitely divisible asset returns
- DG framework for pricing European options under one-factor stochastic volatility models
- Optimal hedging strategies in equity-linked products
- Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option
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- Quantum finance
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- Convergence of the trinomial tree method for pricing European/American options
- Martingales and stochastic integrals in the theory of continuous trading
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- Continuous-time approximation of short-term interest rates in generalized Ho-Lee framework
- Canonical least-squares Monte Carlo valuation of American options: convergence and empirical pricing analysis
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- New method to option pricing for the general Black-Scholes model -- an actuarial approach
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- The concavity of the payoff function of a swing option in a binomial model
- The weak convergence of Greek symbols for prices of European options: from discrete time to continuous
- Arbitrage-free valuation of interest rate securities under forward curves with stochastic speed and acceleration
- Computation of Greeks using binomial trees in a jump-diffusion model
- Option pricing using a computational method based on reproducing kernel
- scientific article; zbMATH DE number 2134080 (Why is no real title available?)
- On-line VWAP Trading Strategies
- A European option general first-order error formula
- A simple derivation of risk-neutral probability in the binomial option pricing model
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- Problems of mathematical finance by stochastic control methods
- A generalization of the binomial distribution
- Investment under uncertainty: calculating the value function when the Bellman equation cannot be solved analytically
- Monte Carlo methods for pricing financial options
- Distributional divergence, statistical experiments and consequences in option pricing
- Bivariate option pricing using dynamic copula models
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