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Pricing derivatives on multiple assets : recombining multinomial trees based on Pascal's simplex
Sierag, Dirk; Hanzon, Bernard - In: Analytical models for financial modeling and risk management, (pp. 101-127). 2018
Persistent link: https://www.econbiz.de/10011897163
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An irregular grid approach for pricing high-dimensional American options
Berridge, S. J. (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718087
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Model risk and regulatory capital
Kerkhof, Jeroen (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001661005
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Coherent acceptability measures in multiperiod models
Roorda, B.; Schumacher, Johannes M.; Engwerda, Jacob … - In: Mathematical finance : an international journal of … 15 (2005) 4, pp. 589-612
Persistent link: https://www.econbiz.de/10003121131
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An irregular grid approach for pricing high-dimensional American options
Berridge, S. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
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Pricing high-dimensional American options using local consistency conditions
Berridge, S. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
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Using localosed quadratic functions on an irregular grid for pricing high-dimensional American options
Berridge, S. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989047
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Introduction to financial derivatives : modeling, pricing and hedging
Schumacher, Johannes M. - 2020
Persistent link: https://www.econbiz.de/10012435295