Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex (Q1621900)
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scientific article; zbMATH DE number 6976236
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| English | Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex |
scientific article; zbMATH DE number 6976236 |
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Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex (English)
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12 November 2018
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financial derivative pricing
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multiple assets
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complete market
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multinomial trees
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0.7553383708000183
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0.7530624866485596
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0.7485353350639343
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0.7467027306556702
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0.7379666566848755
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