Title of article

A lattice approach for pricing of multivariate contingent claims

Author/Authors

Niklas Ekvall، نويسنده ,

Issue Information

روزنامه با شماره پیاپی سال 1996

Pages

15

From page

214

To page

228

Keywords

Lattice (tree) methods , Asset valuation , Contingent claims analysis , finance

Journal title

European Journal of Operational Research

Serial Year

1996

Journal title

European Journal of Operational Research

Record number

211677