Binary tree pricing method of farmland management right mortgage based on machine learning and complex network algorithm
Z Fu, S Hu - Neural Computing and Applications, 2022 - Springer
At present, the mortgage loan of farmland contractual management right is in the pilot and
exploration stage. In this overall environment, how to formulate an appropriate pricing model …
exploration stage. In this overall environment, how to formulate an appropriate pricing model …
[BOOK][B] Quantitative finance
MC Mariani, I Florescu - 2019 - books.google.com
Presents a multitude of topics relevant to the quantitative finance community by combining
the best of the theory with the usefulness of applications Written by accomplished teachers …
the best of the theory with the usefulness of applications Written by accomplished teachers …
A hybrid Markov chain-tree valuation framework for stochastic volatility jump diffusion models
D Nguyen - International Journal of Financial Engineering, 2018 - World Scientific
We develop a unified hybrid valuation framework for computing option values under
stochastic volatility (SV) models with a jump component. The proposed method originates …
stochastic volatility (SV) models with a jump component. The proposed method originates …
[PDF][PDF] Pricing bermudan variance swaptions using multinomial trees
In a recent study, Zhao et al.[2017a] presents a tree methodology to evaluate the expected
generalized realized variance in a general stochastic volatility model. This provides an …
generalized realized variance in a general stochastic volatility model. This provides an …