HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING

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Publication:4909144

DOI10.1142/S0219024912500586zbMath1260.91237OpenAlexW2083178482MaRDI QIDQ4909144

Pietro Toscano, Arturo Leccadito, Radu S. Tunaru

Publication date: 12 March 2013

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219024912500586




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