Pages that link to "Item:Q3116096"
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The following pages link to Generalized Cox-Ross-Rubinstein Binomial Models (Q3116096):
Displaying 8 items.
- Bernstein's inequalities and their extensions for getting the Black-Scholes option pricing formula (Q273845) (← links)
- A copula-based approach for generating lattices (Q315036) (← links)
- Option pricing: a yet simpler approach (Q2145691) (← links)
- Valuing American-style options under the CEV model: an integral representation based method (Q2180299) (← links)
- Option convergence rate with geometric random walks approximations (Q2821904) (← links)
- A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes (Q4691941) (← links)
- Analysis of the Discrete Ornstein-Uhlenbeck Process Caused by the Tick Size Effect (Q5407031) (← links)
- Real‐time waiting‐price trading interval in a heterogeneous options market: a Bernoulli distribution (Q6090499) (← links)
