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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

Published in: Applied Mathematical Finance, Volume 14, Issue 5 December 2007 , pages 453 - 475

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Formats available: HTML (English) : PDF (English)

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