Pages that link to "Item:Q744390"
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The following pages link to Approximating stochastic volatility by recombinant trees (Q744390):
Displayed 8 items.
- On strong causal binomial approximation for stochastic processes (Q478653) (← links)
- General lattice methods for arithmetic Asian options (Q2286910) (← links)
- Lattice methods for pricing American strangles with two-dimensional stochastic volatility models (Q2320671) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- Markov chain approximation and measure change for time-inhomogeneous stochastic processes (Q2662572) (← links)
- Convergence Rate of Markov Chains and Hybrid Numerical Schemes to Jump-Diffusion with Application to the Bates Model (Q5151932) (← links)
- NUMERICAL STABILITY OF A HYBRID METHOD FOR PRICING OPTIONS (Q5207491) (← links)
- On statistical indistinguishability of complete and incomplete discrete time market models (Q6089405) (← links)