Lean trees -- a general approach for improving performance of lattice models for option pricing (Q704007)
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scientific article; zbMATH DE number 2126992
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Lean trees -- a general approach for improving performance of lattice models for option pricing |
scientific article; zbMATH DE number 2126992 |
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Lean trees -- a general approach for improving performance of lattice models for option pricing (English)
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12 January 2005
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lean trees
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lattice models
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option pricing
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numerical valuation techniques
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