Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex (Q1621900)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex |
scientific article |
Statements
Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex (English)
0 references
12 November 2018
0 references
financial derivative pricing
0 references
multiple assets
0 references
complete market
0 references
multinomial trees
0 references
0 references
