Lean Trees-A General Approach for Improving Performance of Lattice Models for Option Pricing
| Year of publication: |
2004
|
|---|---|
| Authors: | Baule, Rainer ; Wilkens, Marco |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 7.2004, 1, p. 53
|