"Chapman-Kolmogorov lattice method for derivatives pricing."

Federico Aluigi, Massimiliano Corradini, Andrea Gheno (2014)

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DOI: 10.1016/J.AMC.2013.11.001

access: closed

type: Journal Article

metadata version: 2020-02-21

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Federico Aluigi, Massimiliano Corradini, Andrea Gheno:
Chapman-Kolmogorov lattice method for derivatives pricing. Appl. Math. Comput. 226: 606-614 (2014)

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