Subject
Economics and Econometrics,Finance,Accounting
Cited by
48 articles.
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1. An alternative tree method for calibration of the local volatility;Journal of Industrial & Management Optimization;2022
2. Credit Risk Modeling: A General Framework;Encyclopedia of Finance;2022
3. General lattice methods for arithmetic Asian options;European Journal of Operational Research;2020-05
4. From approximate to exact probability models in dynamic portfolio decision theory;Journal of the Operational Research Society;2019-11-20
5. Continuous-Time Limits;Modeling Fixed Income Securities and Interest Rate Options;2019-09-17