A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS
| Year of publication: |
2006
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|---|---|
| Authors: | Maller, Ross A. ; Solomon, David H. ; Szimayer, Alex |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 10731945. - Vol. 16.2006, 4, p. 613-634
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