Narrow search
Showing 1 - 3 of 3
Cover Image
An adjusted binomial model for pricing Asian options
Costabile, Massimo; Massabó, Ivar; Russo, Emilio - In: Review of quantitative finance and accounting 27 (2006) 3, pp. 285-296
Persistent link: https://www.econbiz.de/10003374247
Cover Image
A reduced lattice model for option pricing under regime-switching
Costabile, Massimo; Leccadito, Arturo; Massabo, Ivar; … - In: Review of quantitative finance and accounting 42 (2014) 4, pp. 667-690
Persistent link: https://www.econbiz.de/10010433525
Cover Image
An adjusted binomial model for pricing Asian options
Costabile, Massimo; Massabo, Ivar; Russo, Emilio - In: Review of quantitative finance and accounting 27 (2006) 3, pp. 285-296
Persistent link: https://www.econbiz.de/10007285778