Efficient option valuation using trees
| Year of publication: |
2002
|
|---|---|
| Authors: | Heath, David C. ; Herzel, Stefano |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 9.2002, 3, p. 163-178
|