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An improved binomial lattice method for multi-dimensional options
Gamba, Andrea
;
Trigeorgis, Lenos
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003637477
Saved in:
2
An Improved Binomial Lattice Method for Multi-Dimensional Options
Gamba, Andrea
;
Trigeorgis, Lenos
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 453
Persistent link: https://www.econbiz.de/10008221444
Saved in:
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