Robust binomial lattices for univariate and multivariate applications: choosing probabilities to match local densities (Q2879016): Difference between revisions

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Latest revision as of 23:59, 8 July 2024

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Robust binomial lattices for univariate and multivariate applications: choosing probabilities to match local densities
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    Robust binomial lattices for univariate and multivariate applications: choosing probabilities to match local densities (English)
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    5 September 2014
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    American options
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    computational finance
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    financial mathematics
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    numerical methods for option pricing
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    quantitative finance
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