✦ LIBER ✦
An efficient algorithm for pricing barrier options in arbitrage-free binomial models with calibrated drift terms
✍ Scribed by Wöster, Christoph
- Book ID
- 127039008
- Publisher
- Taylor and Francis Group
- Year
- 2010
- Tongue
- English
- Weight
- 981 KB
- Volume
- 10
- Category
- Article
- ISSN
- 1469-7688
No coin nor oath required. For personal study only.