An Improved Binomial Lattice Method for Multi-Dimensional Options
| Year of publication: |
2007
|
|---|---|
| Authors: | Gamba, Andrea ; Trigeorgis, Lenos |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 14.2007, 5, p. 453
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