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Trinomial tree
Trinomial Tree
A Fuzzy Real Option Model for Pricing Grid Compute Resources
Local Volatility Modelling
Pricing Options Using Trinomial Trees
On Trinomial Trees for One-Factor Short Rate Models∗
Volatility Curves of Incomplete Markets
Robust Option Pricing: the Uncertain Volatility Model
The Hull-White Model • Hull and White (1987) Postulate the Following Model, Ds √ = R Dt + V Dw , S 1 Dv = Μvv Dt + Bv Dw2
Local and Stochastic Volatility Models: an Investigation Into the Pricing of Exotic Equity Options
Numerical Methods in Finance
Increasing the Accuracy of Option Pricing by Using Implied Parameters Related to Higher Moments
Trinomial Or Binomial: Accelerating American Put Option Price on Trees
Smile-Lecture8.Fm 4/14/08 Lecture 8:Local Derman: 2008: Spring E4718
Implied Trinomial Trees of the Volatility Smile
Numerical Methods for Pricing American Put Options
Florida State University Libraries
Recombining Trinomial Tree for Real Option Valuation with Changing Volatility
Valuing Financial Futures with a Stochastic, Endogenous Index-Rate Covariance
Top View
Deep Local Volatility †
Pricing Options Using Trinomial Lattice Method
Ch 12. Interest Rate and Credit Models
Appendix: Some Source Codes
Valuation of Barrier Options Through Trinomial Trees
PRICING and HEDGING SPREAD OPTIONS Whether the Motivation Comes from Speculation, Basis Risk Mitigation, Or Even Asset Valuation
The Option Value in Timing Derivative Trades
Professional Financial Computing Using Excel &
Pricing Options Using Trinomial Trees
Convergence Numerically of Trinomial Model in European Option Pricing / 195 - 201
Numerical Models for Pricing Barrier Options
Connected Transaction — Issue of Unlisted Warrants
A Contingent Claims Analysis of the Pricing of Rights Issues with Discontinuous Diffusion
Arxiv:1603.06389V2 [Q-Fin.PR] 6 Oct 2016 Jakolde Nnilspotfo H PR Is Grant First EPSRC the from Support financial Acknowledges AJ Datg Fantrlfiaca Nepeainadcnb Ata [10]
Willow Power: Optimizing Derivative Pricing Trees (Pdf)
Trinomial Model on Employee Stock Option Valuation Emli Rahmi
Modeling, Pricing and Hedging Derivatives on Natural Gas: an Analysis of the Influence of the Underlying Physical Market
Employee Stock Option Valuation with Repricing Features