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"An adaptive averaging binomial method for option valuation."

Kyoung-Sook Moon, Hongjoong Kim (2013)

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DOI: 10.1016/J.ORL.2013.06.008

access: closed

type: Journal Article

metadata version: 2017-05-27

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  - https://dblp.org/rec/journals/orl/MoonK13
Kyoung-Sook Moon, Hongjoong Kim:
An adaptive averaging binomial method for option valuation. Oper. Res. Lett. 41(5): 511-515 (2013)

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