A universal lattice

Review of Derivatives Research

Volumn 3, Issue 2, 1999, Pages 115-133

  Chen, Ren Raw ^a   Yang, Tyler T ^b  

^a RUTGERS UNIVERSITY   (United States)

^b Experimental Development Group of PricewaterhouseCoopers LLP   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4043132916     PISSN: 13806645     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1009646809675     Document Type: Article

References (15)

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11. Jamshidian, Farshid. (1989). "An Exact Bond Option Formula," Journal of Finance 44, 205-210.
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