Hello,
I stumbled upon a reference to an old paper from 2014:
Yukinori Iwashita - Tree Option Pricing Models
It appears that quantitative research papers are no longer hosted on the opengamma site.
Could someone kindly direct me to a link of the pdf? Thank you so much!
Hi!
As many of the quant research papers had suffered link rot, we’ve gathered them together on a new page: https://strata.opengamma.io/quant_research/
Unfortunately, the particular one you mention isn’t one I’ve managed to find yet.
Stephen
Thank you very much!
I am happy to read here. This is very helpful link.