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Pricing Options Using Lattice Rules - MaRDI portal

Pricing Options Using Lattice Rules (Q3518776)

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Pricing Options Using Lattice Rules
scientific article

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    title
    Pricing Options Using Lattice Rules (English)
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    author
    Phelim P. Boyle
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    Yongzeng Lai
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    Ken Seng Tan
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    publication date
    12 August 2008
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    Mathematics Subject Classification ID
    91G60
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    65C30
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    65C05
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    zbMATH DE Number
    5310576
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    OpenAlex ID
    W2080686387
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    cites work
    Q3323133
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    Q4011839
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    Q3916657
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    Q4158394
    0 references
     
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