On the Computation of Continuous Time Option Prices Using Discrete Approximations
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 26 (1991)
Issue (Month): 04 (December)
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- Andrea Gamba & Lenos Trigeorgis, 2007.
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- Andrea Gamba & Lenos Trigeorgis, 2007. "An Improved Binomial Lattice Method for Multi-Dimensional Options," Applied Mathematical Finance, Taylor & Francis Journals, vol. 14(5), pages 453-475.
- Ariste, Ruolz & Lasserre, Pierre, 2001.
"La gestion optimale d’une forêt exploitée pour son potentiel de diminution des gaz à effet de serre et son bois,"
Société Canadienne de Science Economique, vol. 77(1), pages 27-51, mars.
- Ariste Ruolz & Pierre Lasserre, 2001. "La gestion optimale d'une forêt exploitée pour son potentiel de diminution des gaz à effet de serre et son bois," Cahiers de recherche du DÃ©partement des sciences Ã©conomiques, UQAM 20-03, Université du Québec à Montréal, Département des sciences économiques.
- Anlong Li, 1992. "Binomial approximation in financial models: computational simplicity and convergence," Working Paper 9201, Federal Reserve Bank of Cleveland.
- Ekvall, Niklas, 1996. "A lattice approach for pricing of multivariate contingent claims," European Journal of Operational Research, Elsevier, vol. 91(2), pages 214-228, June.
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