A lattice approach for pricing of multivariate contingent claims
type: Item
instance of: scholarly article
title: A lattice approach for pricing of multivariate contingent claims
zbMATH Open document ID: 0924.90014
DOI: 10.1016/0377-2217(95)00279-0
author: Niklas Ekvall
published in: European Journal of Operational Research
publication date: 1999-02-22T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1252834
zbMATH Keywords: finance
zbMATH Keywords: contingent claims analysis
zbMATH Keywords: asset valuation
zbMATH Keywords: lattice (tree) methods
MaRDI profile type: Publication
full work available at URL: 0377-2217(95)00279-0
OpenAlex ID: W2023749127
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description: scientific article; zbMATH DE number 1252834