HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING
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Publication:4909144
DOI10.1142/S0219024912500586zbMath1260.91237MaRDI QIDQ4909144
Pietro Toscano, Arturo Leccadito, Radu S. Tunaru
Publication date: 12 March 2013
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024912500586
91G20: Derivative securities (option pricing, hedging, etc.)
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