Generalized Cox-Ross-Rubinstein Binomial Models
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Publication:3116096
DOI10.1287/MNSC.1060.0652zbMath1232.91656OpenAlexW2103823059MaRDI QIDQ3116096
Publication date: 21 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: http://ntur.lib.ntu.edu.tw/bitstream/246246/220033/-1/23.pdf
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)
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