Computationally simple lattice methods for option and bond pricing
| Year of publication: |
2009
|
|---|---|
| Authors: | Costabile, Massimo ; Leccadito, Arturo ; Massabó, Ivar |
| Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 32.2009, 2, p. 161-181
|
| Publisher: |
Springer |
| Subject: | Recombining lattices | Option pricing | Discrete-time models |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005015141