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An improved binomial lattice method for multi-dimensional options
Gamba, Andrea
;
Trigeorgis, Lenos
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 453-475
Persistent link: https://www.econbiz.de/10003637477
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2
Utility based pricing of contingent claims in incomplete markets
Gamba, Andrea
;
Pellizzari, Paolo
- In:
Applied mathematical finance
9
(
2002
)
4
,
pp. 241-260
Persistent link: https://www.econbiz.de/10001728728
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