Adaptive lattice methods for multi-asset models (Q1004678): Difference between revisions

@@ Property / DOI @@
-.1016/j.camwa.2007.12.008
@@ Property / DOI: 10.1016/j.camwa.2007.12.008 / rank @@
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@@ Property / cites work @@
+Stochastic differential equations. An introduction with applications.
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+Q4002114
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+The Pricing of Options and Corporate Liabilities
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+An Introduction to Financial Option Valuation
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+Binomial models for option valuation - examining and improving convergence
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@@ Property / DOI @@
+.1016/J.CAMWA.2007.12.008
@@ Property / DOI: 10.1016/J.CAMWA.2007.12.008 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1004678