The valuation of multivariate contingent claims under transformed trinomial approaches
Year of publication: |
2010
|
---|---|
Authors: | Chang, Chuang-Chang ; Lin, Jun-Biao |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 34.2010, 1, p. 23-36
|
Publisher: |
Springer |
Subject: | Transformed-trinomial approaches | Multivariate contingent claims | Binary options |
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