Calculating prices and sensitivities for path-independent derivative securities in multifactor models

Journal of Derivatives

Volumn 5, Issue 1, 1997, Pages 45-61

  Willard, Gregory A ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85010517306     PISSN: 10741240     EISSN: None     Source Type: Journal    
DOI: 10.3905/jod.1997.407982     Document Type: Article

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