The valuation of multivariate contingent claims under transformed trinomial approaches
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 34 (2010)
Issue (Month): 1 (January)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
Transformed-trinomial approaches; Multivariate contingent claims; Binary options; C52; G12;
Find related papers by JEL classification:
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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