Option pricing under a normal mixture distribution derived from the Markov tree model

✍ Scribed by Bhat, Harish S.; Kumar, Nitesh

• Book ID: 119234515
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 942 KB
• Volume: 223
• Category: Article
• ISSN: 0377-2217
• DOI: 10.1016/j.ejor.2012.07.003