7

On the analytical/numerical pricing of American put options against binomial tree prices

Year:
2012
Language:
english
File:
PDF, 192 KB
english, 2012
11

ACHIEVING HIGHER ORDER CONVERGENCE FOR THE PRICES OF EUROPEAN OPTIONS IN BINOMIAL TREES

Year:
2010
Language:
english
File:
PDF, 157 KB
english, 2010
12

Monte Carlo Bounds for Game Options Including Convertible Bonds

Year:
2011
Language:
english
File:
PDF, 244 KB
english, 2011
16

Achieving Smooth Asymptotics for the Prices of European Options in Binomial Trees

Year:
2006
Language:
english
File:
PDF, 220 KB
english, 2006
23

Achieving smooth asymptotics for the prices of European options in binomial trees

Year:
2009
Language:
english
File:
PDF, 143 KB
english, 2009
26

Truncation and acceleration of the Tian tree for the pricing of American put options

Year:
2012
Language:
english
File:
PDF, 263 KB
english, 2012
31

Flaming logs

Year:
2009
Language:
english
File:
PDF, 472 KB
english, 2009
34

Harmonic coordinates for character articulation

Year:
2007
Language:
english
File:
PDF, 8.76 MB
english, 2007
39

Fast and Accurate Long Stepping Simulation of the Heston Stochastic Volatility Model

Year:
2010
Language:
english
File:
PDF, 1.05 MB
english, 2010
48

The Wave Group on Asymptotically Hyperbolic Manifolds

Year:
2001
Language:
english
File:
PDF, 202 KB
english, 2001
50

First and Second Order Greeks in the Heston Model

Year:
2010
Language:
english
File:
PDF, 451 KB
english, 2010