An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092)
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scientific article; zbMATH DE number 5231515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Improved Binomial Lattice Method for Multi‐Dimensional Options |
scientific article; zbMATH DE number 5231515 |
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An Improved Binomial Lattice Method for Multi‐Dimensional Options (English)
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31 January 2008
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option pricing
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binomial lattice
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multi-dimensional diffusion
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