Stochastic volatility option pricing using a multinomial recombining tree

Option Pricing using a Multinomial Recombining Tree. NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS. Regulating noisy short-selling of troubled firms.

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Handbook of Modeling High-Frequency Data in Finance - Google Livres

Routledge, ISSN X, ZDB-ID Check Google Scholar More access options. In libraries around the world. In German libraries KVK.

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