Approximating stochastic volatility by recombinant trees
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Author / Producer
Date
2014
Publication Type
Journal Article
ETH Bibliography
yes
Citations
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Rights / License
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Publication status
published
External links
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Book title
Journal / series
Volume
24 (5)
Pages / Article No.
2176 - 2205
Publisher
Institute of Mathematical Statistics
Event
Edition / version
Methods
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Geographic location
Date collected
Date created
Subject
Organisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Notes
Received May 2012, Revised March 2013.