Approximating stochastic volatility by recombinant trees - Research Collection

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Author

Akyildirim, Erdinç

Dolinsky, Yan

Soner, H. Mete

Date

2014

Type

Journal Article

Citations

Cited 2 times in Web of Science

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1214/13-AAP977

Journal / series

The annals of applied probability

Volume

24(5)

Pages / Article No.

2176 - 2205

Publisher

Institute of Mathematical Statistics

Organisational unit

03844 - Soner, Mete / Soner, Mete

Notes

Received May 2012, Revised March 2013.

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Citations

Cited 2 times in Web of Science

ETH Bibliography

yes

Altmetrics