Pricing derivatives on multiple assets : recombining multinomial trees based on Pascal's simplex
Dirk Sierag, Bernard Hanzon
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Sierag, Dirk ; Hanzon, Bernard |
| Published in: |
Analytical models for financial modeling and risk management. - New York, NY, USA : Springer. - 2018, p. 101-127
|
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-017-2655-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011897163