A lattice framework for option pricing with two state variables
Phelim P. Boyle
| Year of publication: |
1988
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|---|---|
| Authors: | Boyle, Phelim P. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 23.1988, 1, p. 1-12
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| Subject: | Derivat | Derivative | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Europa | Europe | 1987 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001047159