Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex (Q1621900)
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scientific article; zbMATH DE number 6976236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex |
scientific article; zbMATH DE number 6976236 |
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Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex (English)
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12 November 2018
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financial derivative pricing
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multiple assets
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complete market
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multinomial trees
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