Lean trees -- a general approach for improving performance of lattice models for option pricing
type: Item
instance of: scholarly article
title: Lean trees -- a general approach for improving performance of lattice models for option pricing
zbMATH Open document ID: 1080.91026
DOI: 10.1023/B:REDR.0000017028.57712.19
author: Rainer Baule
author: Marco Wilkens
published in: Review of Derivatives Research
publication date: 2005-01-12T00:00:00Z
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 2126992
zbMATH Keywords: lean trees
zbMATH Keywords: lattice models
zbMATH Keywords: option pricing
zbMATH Keywords: numerical valuation techniques
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 2126992