Pages that link to "Item:Q1397603"
From MaRDI portal
The following pages link to An efficient binomial method for pricing American options (Q1397603):
Displaying 11 items.
- Pricing real estate index options by compactly supported radial-polynomial basis point interpolation (Q679600) (← links)
- Pricing European and American options using a very fast and accurate scheme: the meshless local Petrov-Galerkin method (Q890161) (← links)
- Pricing European and American options by radial basis point interpolation (Q903013) (← links)
- Local weak form meshless techniques based on the radial point interpolation (RPI) method and local boundary integral equation (LBIE) method to evaluate European and American options (Q907677) (← links)
- A moments and strike matching binomial algorithm for pricing American put options (Q940997) (← links)
- A new method for evaluating options based on multiquadric RBF-FD method (Q1738089) (← links)
- Pricing and simulation for real estate index options: radial basis point interpolation (Q2150396) (← links)
- New insights on testing the efficiency of methods of pricing and hedging American options (Q2456420) (← links)
- A multi-dimensional local average lattice method for multi-asset models (Q5397424) (← links)
- PRICING AND HEDGING AMERICAN BARRIER OPTIONS BY A MODIFIED BINOMIAL METHOD (Q5483504) (← links)
- Haar‐wavelet based approximation for pricing American options under linear complementarity formulations (Q6087702) (← links)
