A smiling tree: an empirical evaluation on binomial tree methods for local volatility model

DISSERTATION WITH DISTINCTION

Saved in:

Bibliographic Details
Main Author:	Al Alem, Mouaz Abdul Ghani (author)
Published:	2009
Subjects:	empirical evaluation binomial tree
Online Access:	http://bspace.buid.ac.ae/handle/1234/35
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet