Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661)
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scientific article; zbMATH DE number 6980359
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing |
scientific article; zbMATH DE number 6980359 |
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Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (English)
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16 November 2018
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saddle-point approximation
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Lévy model
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Fourier transform
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multinomial tree
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options pricing
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