An improved binomial lattice method for multi-dimensional options
Andrea Gamba & Lenos Trigeorgis
| Year of publication: |
2007
|
|---|---|
| Authors: | Gamba, Andrea ; Trigeorgis, Lenos |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 14.2007, 5, p. 453-475
|
| Subject: | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003637477