Products of trees for investment analysis (Q1274217): Difference between revisions
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Property / cites work: Option pricing: A simplified approach / rank | |||
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Property / cites work: Multinomial Approximating Models for Options with k State Variables / rank | |||
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Property / cites work: Asset Prices in an Exchange Economy / rank | |||
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Revision as of 16:54, 28 May 2024
scientific article
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English | Products of trees for investment analysis |
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Products of trees for investment analysis (English)
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12 January 1999
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binomial lattices
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optimal portfolio
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