The hexanomial lattice for pricing multi-asset options (Q272652)
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scientific article; zbMATH DE number 6571325
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The hexanomial lattice for pricing multi-asset options |
scientific article; zbMATH DE number 6571325 |
Statements
The hexanomial lattice for pricing multi-asset options (English)
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20 April 2016
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binomial lattice
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trinomial lattice
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hexanomial lattice
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multi-asset option
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barrier option
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correlation
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