Author:
Chung San-Lin,Shackleton Mark
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Cited by
14 articles.
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1. Evaluating Blockchain Protocols with Abusive Modeling;Proceedings of the 2022 ACM on Asia Conference on Computer and Communications Security;2022-05-30
2. Pricing and hedging bond options and sinking-fund bonds under the CIR model;Quantitative Finance and Economics;2022
3. Discrete Malliavin Greeks;Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree;2022
4. Introduction;Computation of Greeks Using the Discrete Malliavin Calculus and Binomial Tree;2022
5. Binomial tree method for option pricing: Discrete Carr and Madan formula approach;International Journal of Financial Engineering;2021-05-14