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An Improved Binomial Lattice Method for Multi‐Dimensional Options - MaRDI portal

An Improved Binomial Lattice Method for Multi‐Dimensional Options (Q5440092)

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scientific article; zbMATH DE number 5231515
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An Improved Binomial Lattice Method for Multi‐Dimensional Options
scientific article; zbMATH DE number 5231515

    Statements

    title
    An Improved Binomial Lattice Method for Multi‐Dimensional Options (English)
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    author
    Lenos Trigeorgis
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    Andrea Gamba
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    publication date
    31 January 2008
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    Mathematics Subject Classification ID
    91G20
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    91G60
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    60H10
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    zbMATH DE Number
    5231515
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    zbMATH Keywords
    option pricing
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    binomial lattice
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    multi-dimensional diffusion
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    OpenAlex ID
    W2028393376
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