A universal lattice
Year of publication: |
1999
|
---|---|
Authors: | Chen, Ren-Raw ; Yang, Tyler T. |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 3.1999, 2, p. 115-133
|
Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Zinsstruktur | Yield curve | Theorie | Theory |
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