Lean Trees : a general approach for improving performance of lattice models for option pricing
Rainer Baule; Marco Wilkens
| Year of publication: |
2004
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|---|---|
| Authors: | Baule, Rainer ; Wilkens, Marco |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 7.2004, 1, p. 53-72
|
| Subject: | Optionspreistheorie | Option pricing theory | Numerisches Verfahren | Numerical analysis |
| 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/10002012150