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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
Persistent link: https://www.econbiz.de/10008221444
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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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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