FAST TREES FOR OPTIONS WITH DISCRETE DIVIDENDS
| Year of publication: |
2013
|
|---|---|
| Authors: | Areal, Nelson ; Rodrigues, Artur |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 21.2013, 1, p. 49-63
|