Approximating stochastic volatility by recombinant trees
Metadata only
Author
Date
2014Type
- Journal Article
Publication status
publishedJournal / series
The Annals of Applied ProbabilityVolume
Pages / Article No.
Publisher
Institute of Mathematical StatisticsOrganisational unit
03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
Notes
Received May 2012, Revised March 2013.More
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