The following pages link to A universal lattice (Q375479):
Displaying 5 items.
- A copula-based approach for generating lattices (Q315036) (← links)
- A recombining lattice option pricing model that relaxes the assumption of lognormality (Q660165) (← links)
- Computationally simple lattice methods for option and bond pricing (Q1037392) (← links)
- HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144) (← links)
- An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092) (← links)