Pages that link to "Item:Q4541535"

The following pages link to Binomial models for option valuation - examining and improving convergence (Q4541535):

Displaying 39 items.

• Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (Q273385) (← links)
• Can high-order convergence of European option prices be achieved with common CRR-type binomial trees? (Q503509) (← links)
• Numerical pricing of options using high-order compact finite difference schemes (Q932713) (← links)
• Two-factor convertible bonds valuation using the method of characteristics/finite elements (Q951392) (← links)
• A fast high-order finite difference algorithm for pricing American options (Q952074) (← links)
• On modified Mellin transforms, Gauss-Laguerre quadrature, and the valuation of American call options (Q972768) (← links)
• Improving speed of convergence for the prices of European options in binomial trees with even numbers of steps (Q984281) (← links)
• Adaptive lattice methods for multi-asset models (Q1004678) (← links)
• Pricing the American put option: A detailed convergence analysis for binomial models (Q1274218) (← links)
• The optimal-drift model: an accelerated binomial scheme (Q1936831) (← links)
• The random-time binomial model (Q1960552) (← links)
• An alternative tree method for calibration of the local volatility (Q2076421) (← links)
• On the efficiency of 5(4) RK-embedded pairs with high order compact scheme and Robin boundary condition for options valuation (Q2135558) (← links)
• Option pricing: a yet simpler approach (Q2145691) (← links)
• Building recombining trinomial trees for time-homogeneous diffusion processes (Q2279897) (← links)
• Conservative third-order central-upwind schemes for option pricing problems (Q2296246) (← links)
• Discrete Malliavin calculus and computations of Greeks in the binomial tree (Q2356101) (← links)
• An adaptive averaging binomial method for option valuation (Q2450702) (← links)
• Smooth convergence in the binomial model (Q2463704) (← links)
• Option valuation by using discrete singular convolution (Q2570721) (← links)
• Stochastic approximation methods for American type options (Q2807793) (← links)
• Option convergence rate with geometric random walks approximations (Q2821904) (← links)
• A EUROPEAN OPTION GENERAL FIRST-ORDER ERROR FORMULA (Q2865142) (← links)
• CONVERGENCE OF EUROPEAN LOOKBACK OPTIONS WITH FLOATING STRIKE IN THE BINOMIAL MODEL (Q2874731) (← links)
• On the analytical/numerical pricing of American put options against binomial tree prices (Q2893069) (← links)
• Achieving smooth asymptotics for the prices of European options in binomial trees (Q3623406) (← links)
• Efficient option valuation using trees (Q4804518) (← links)
• HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144) (← links)
• CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL (Q4917302) (← links)
• Rate of convergence of binomial formula for option pricing (Q5077442) (← links)
• Convergence of trinomial formula for European option pricing (Q5096006) (← links)
• Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior (Q5126611) (← links)
• WHAT A DIFFERENCE ONE PROBABILITY MAKES IN THE CONVERGENCE OF BINOMIAL TREES (Q5148007) (← links)
• A multi-dimensional local average lattice method for multi-asset models (Q5397424) (← links)
• An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092) (← links)
• LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES (Q5696293) (← links)
• Diffusion Equations: Convergence of the Functional Scheme Derived from the Binomial Tree with Local Volatility for Non Smooth Payoff Functions (Q5742507) (← links)
• Truncation and acceleration of the Tian tree for the pricing of American put options (Q5745638) (← links)
• Real‐time waiting‐price trading interval in a heterogeneous options market: a Bernoulli distribution (Q6090499) (← links)