Computationally simple lattice methods for option and bond pricing (Q1037392)

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Computationally simple lattice methods for option and bond pricing
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    title
    Computationally simple lattice methods for option and bond pricing (English)
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    author
    Massimo Costabile
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    Arturo Leccadito
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    Ivar Massabò
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    publication date
    16 November 2009
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    zbMATH DE Number
    5633340
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    zbMATH Keywords
    recombining lattices
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    option pricing
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    discrete-time models
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