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ISIPTA
2003
IEEE
102views Mathematics» more  ISIPTA 2003»
15 years 11 months ago
A Sensitivity Analysis for the Pricing of European Call Options in a Binary Tree Model
The European call option prices have well-known formulae in the Cox-RossRubinstein model [2], depending on the volatility of the underlying asset. Nevertheless it is hard to give ...
Huguette Reynaerts, Michèle Vanmaele
NCA
2006
IEEE
16 years 8 days ago
A Tree-Turn Model for Irregular Networks
Jiazheng Zhou, Xuan-Yi Lin, Yeh-Ching Chung