ARTICLE

doi:10.20944/preprints202211.0210.v4
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
option pricing; realistic binomial model, hedging strategies
Online: 21 June 2023 (08:56:07 CEST)
ARTICLE

doi:10.20944/preprints202208.0284.v2
Subject:
Computer Science And Mathematics,
Applied Mathematics
Keywords:
Safe price; multi asset options; Bermudan options; incomplete markets
Online: 8 September 2022 (09:18:40 CEST)
REVIEW

doi:10.20944/preprints202112.0329.v1
Subject:
Computer Science And Mathematics,
Mathematics
Keywords:
Minimum polynomial; characteristic polynomial; exponential matrix; Drazin inverse; Leverrier  Faddeev algorithm
Online: 21 December 2021 (12:38:45 CET)
REVIEW

doi:10.20944/preprints202107.0407.v1
Subject:
Computer Science And Mathematics,
Algebra And Number Theory
Keywords:
Option Pricing; Fair Value; Binomial Model; Bermudan Options
Online: 19 July 2021 (11:39:43 CEST)