Efficient option valuation using trees
Year of publication: |
2002
|
---|---|
Authors: | Heath, David C. ; Herzel, Stefano |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 9.2002, 3, p. 163-178
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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