An Alternate Tree Method Based on Binomial and Trinomial Tree for Option Pricing
GONG Wenxiu, XU Zuoliang
Journal of Systems Science and Mathematical Sciences ›› 2021, Vol. 41 ›› Issue (12) : 3478-3499.
An Alternate Tree Method Based on Binomial and Trinomial Tree for Option Pricing
{{custom_ref.label}} |
{{custom_citation.content}}
{{custom_citation.annotation}}
|
/
〈 | 〉 |