Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal’s simplex

Author:

Sierag DirkORCID,Hanzon Bernard

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Reference26 articles.

Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. American Multinomial Option Pricing on FPGA using OneAPI;2023 IEEE 66th International Midwest Symposium on Circuits and Systems (MWSCAS);2023-08-06

2. An introduction to Monte Carlo-Tree (MC-Tree) method;The Boolean 2022;2022-12-06

3. Option Pricing Incorporating Factor Dynamics in Complete Markets;Journal of Risk and Financial Management;2020-12-15

4. University Brand Asset Construction Based on Big Data and Meta-Analysis;Journal of Physics: Conference Series;2020-04-01

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