Valuation of derivative securities involving several assets using discrete time methods (Q919967)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4162602
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valuation of derivative securities involving several assets using discrete time methods |
scientific article; zbMATH DE number 4162602 |
Statements
Valuation of derivative securities involving several assets using discrete time methods (English)
0 references
1990
0 references
option pricing
0 references
multivariate contingent claims
0 references
Black-Scholes model
0 references
continuous time financial models
0 references
Cox-Ross-Rubinstein binomial method
0 references
continuous-time
0 references
0.7311442494392395
0 references
0.7268680930137634
0 references
0.7205289602279663
0 references
