Computationally simple lattice methods for option and bond pricing
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Publication:1037392
DOI10.1007/s10203-009-0092-9zbMath1176.91152OpenAlexW2085005459MaRDI QIDQ1037392
Massimo Costabile, Arturo Leccadito, Ivar Massabò
Publication date: 16 November 2009
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-009-0092-9
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)
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