Lean TreesA General Approach for Improving Performance of Lattice Models for Option Pricing.
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- Review of Derivatives Research, 2004, v. 7, n. 1, p. 53, doi. 10.1023/B:REDR.0000017028.57712.19
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Works matching IS 13806645 AND DT 2004 AND VI 7 AND IP 1
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Option Pricing Bounds and the Elasticity of the Pricing Kernel.
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- Review of Derivatives Research, 2004, v. 7, n. 1, p. 25, doi. 10.1023/B:REDR.0000017027.22410.e0
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3
Theory of Storage and the Pricing of Commodity Claims.
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- Review of Derivatives Research, 2004, v. 7, n. 1, p. 5, doi. 10.1023/B:REDR.0000017026.28316.c8
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