ARTICLE

doi:10.20944/preprints202208.0284.v2
Subject:
Mathematics & Computer Science,
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:
Mathematics & Computer Science,
General 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:
Mathematics & Computer Science,
Algebra & Number Theory
Keywords:
Option Pricing; Fair Value; Binomial Model; Bermudan Options
Online: 19 July 2021 (11:39:43 CEST)