Pages that link to "Item:Q2253395"
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The following pages link to Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395):
Displaying 6 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- Pricing exotic derivatives exploiting structure (Q299917) (← links)
- A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- Pricing options based on trinomial Markov tree (Q2321462) (← links)
- Multi-criteria classification for pricing European options (Q2691648) (← links)
