Recombining binomial tree approximations for diffusions
Year of publication: |
2009
|
---|---|
Authors: | Hoek, John van der |
Published in: |
Mathematical modeling and numerical methods in finance : special volume. - Amsterdam [u.a.] : Elsevier, North-Holland, ISBN 978-0-444-51879-8. - 2009, p. 361-368
|
Subject: | Innovationsdiffusion | Innovation diffusion | Statistische Verteilung | Statistical distribution | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process |
-
Asymptotics for the survival probability of time-inhomogeneous diffusion processes
Wang, Yimei, (2023)
-
Continuous mixed-laplace jump diffusion models for stocks and commodities
Hainaut, Donatien, (2017)
-
Small dispersion asymptotics for diffusion martingale estimating functions
Sørensen, Michael, (2000)
- More ...
-
Space matters: the importance of amenity in planning metropolitan growth
Mahmoudi, Parvin, (2013)
-
Pricing and Hedging in the Presence of Transaction Costs Under Local Risk Minimisation
Hoek, John van der, (1999)
-
Stochastic flows and the forward measure
Elliott, Robert J., (2001)
- More ...