The valuation of multivariate contingent claims under transformed trinomial approaches
| Year of publication: |
2010
|
|---|---|
| Authors: | Chang, Chuang-Chang ; Lin, Jun-Biao |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 34.2010, 1, p. 23-36
|
| Publisher: |
Springer |
| Subject: | Transformed-trinomial approaches | Multivariate contingent claims | Binary options |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008502647