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- 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