✦ LIBER ✦

A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS

✍ Scribed by Ross A. Maller; David H. Solomon; Alex Szimayer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Integro-differential equations for optio

✍ Rama Cont; Ekaterina Voltchkova 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 288 KB

On Continuity Properties for Option Pric

✍ Cawston, S.; Vostrikova, L. 📂 Article 📅 2010 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 276 KB

Option pricing and hedging under a stoch

✍ Young Shin Kim; Frank J. Fabozzi; Zuodong Lin; Svetlozar T. Rachev 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 211 KB

A general control variate method for opt

✍ Kemal Dinçer Dingeç; Wolfgang Hörmann 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 270 KB

An approximation of American option pric

✍ Sabrina Mulinacci 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 617 KB

A Finite Difference Scheme for Option Pr

✍ Cont, Rama; Voltchkova, Ekaterina 📂 Article 📅 2005 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 625 KB