A lattice approach for pricing of multivariate contingent claims

European Journal of Operational Research

Volumn 91, Issue 2, 1996, Pages 214-228

  Ekvall, Niklas ^a,b  

^a Svenska Handelsbanken   (Sweden)

^b STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

Author keywords

Asset valuation; Contingent claims analysis; Finance; Lattice (tree) methods

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; MARKETING; PROBABILITY; TREES (MATHEMATICS);

ASSET VALUATION; CONTINGENT CLAIMS ANALYSIS; LATTICE METHODS;

FINANCE;

EID: 0030573497     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/0377-2217(95)00279-0     Document Type: Article

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