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"Assessment and Propagation of Input Uncertainty in Tree-based Option ..."

Henryk Gzyl, German Molina, Enrique ter Horst (2007)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2018-08-13

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-0704-1768
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-0704-1768
Henryk Gzyl, German Molina, Enrique ter Horst:
Assessment and Propagation of Input Uncertainty in Tree-based Option Pricing Models. CoRR abs/0704.1768 (2007)

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