Computationally simple lattice methods for option and bond pricing (Q1037392): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1007/s10203-009-0092-9 / rank | |||
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Property / OpenAlex ID: W2085005459 / rank | |||
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Property / cites work: A universal lattice / rank | |||
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Latest revision as of 04:56, 2 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Computationally simple lattice methods for option and bond pricing |
scientific article |
Statements
Computationally simple lattice methods for option and bond pricing (English)
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16 November 2009
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recombining lattices
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option pricing
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discrete-time models
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