Valuation of derivative securities involving several assets using discrete time methods
| Year of publication: |
1990
|
|---|---|
| Authors: | Boyle, Phelim P. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 9.1990, 2-3, p. 131-139
|
| Publisher: |
Elsevier |