scientific article; zbMATH DE number 5054854

zbMATH Open1255.91404MaRDI QIDQ5487053FDOQ5487053

Authors: George M. Jabbour, Marat V. Kramin, Timur V. Kramin, Stephen D. Young 

Publication date: 18 September 2006

Title of this publication is not available (Why is that?)

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Nonlinear programming (90C30)

Cited In (1)

• A multinomial tree model for pricing credit default swap options

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