×

Found 971 Documents (Results 1–100)

100
MathJax

Statistical distributions, European option, American option, and option bounds. (English) Zbl 1454.91294

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2929-2964 (2021).
PDF BibTeX XML Cite
Full Text: DOI

Decision tree and Microsoft Excel approach for option pricing model. (English) Zbl 1452.91304

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2885-2927 (2021).
MSC:  91G20 91-08
PDF BibTeX XML Cite
Full Text: DOI

Alternative methods for determining option bounds: a review and comparison. (English) Zbl 1454.91299

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 1. Hackensack, NJ: World Scientific. 917-945 (2021).
PDF BibTeX XML Cite
Full Text: DOI

The fitted finite volume and power penalty methods for option pricing. (English) Zbl 1458.91008

SpringerBriefs in Applied Sciences and Technology. Mathematical Methods. Singapore: Springer (ISBN 978-981-15-9557-8/pbk; 978-981-15-9558-5/ebook). viii, 94 p. (2020).
PDF BibTeX XML Cite
Full Text: DOI

Filter Results by …

Document Type

Reviewing State

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Classification

all top 3

Software