Welcome to www.quant-press.com, The Quantitative Finance Library
 
Navigation
Statistics
Go Deeper
Contact
Links





Binomial Tree
  • Implementing Binomial Trees , M. Gilli, E. Schumann (2009)
  • The Convergence of Binomial Trees for Pricing the American Put , M.Joshi (2007)
  • Achieving Higher Order Convergence for the Prices of European Options in Binomial Trees , M.Joshi (2007)
  • Achieving Smooth Asymptotics for the Prices of European Options in Binomial Trees , M.Joshi (2006)
  • Extended Binomial Tree Valuation when the Underlying Asset Distribution is Shifted Lognormal with Higher Moments , T.Haahtela (2006)
  • A binomial tree approach to stochastic volatility driven model of the stock price , I.Florescu, F.Viens (2005)
  • Valuing Real Options using Implied Binomial Trees and Commodity Futures Options , T.Arnold, T.Falcon Crack, A.Schwartz (2005)
  • New Method for Calculating Greeks in a Binomial Tree Model , R. De Rozario (2004)
  • Derivative Pricing, Numerical Methods , K.R. Vetzal (2003)
  • Pricing American-style Basket Options By Implied Binomial Tree , H.wan (2002)
  • Asymptotics of the price oscillations of a vanilla option in a tree model , F. Diener, M. Diener (2001)
  • Stochastic Implied Trees : Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility , E.Derman, I.Kani (1997)
  • Enhanced Numerical Methods for Options with Barriers , E.Derman, I.Kani, D.Ergener, I.Bardhan (1995)
  • The Volatility Smile and Its Implied Tree , E.Derman, I.Kani (1994)





















    • Advertising





     

    Copyright © 2006 - www.quant-press.com - Design by Kits Graphiques TeKa