Robust binomial lattices for univariate and multivariate applications: choosing probabilities to match local densities (Q2879016)
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scientific article; zbMATH DE number 6340756
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust binomial lattices for univariate and multivariate applications: choosing probabilities to match local densities |
scientific article; zbMATH DE number 6340756 |
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Robust binomial lattices for univariate and multivariate applications: choosing probabilities to match local densities (English)
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5 September 2014
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American options
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computational finance
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financial mathematics
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numerical methods for option pricing
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quantitative finance
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