An Improved Binomial Lattice Method for Multi-Dimensional Options
Authors:
Andrea Gamba a;
Lenos Trigeorgis b
| Affiliations: | a Department of Economics, University of Verona, Italy |
| b Department of Public and Business, Administration - University of Cyprus, Cyprus |
DOI:
10.1080/13504860701532237
Publication Frequency:
6 issues per year
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