Subject
Computational Mathematics,Computational Theory and Mathematics,Modeling and Simulation
Reference21 articles.
1. Valuation of discrete barrier and hindsight options;Ait-Sahlia;J. Financ. Eng.,1997
2. Multinomial approximating models for options with k-state variables;Kamrad;Manage. Sci.,1991
3. Mathematical Models of Financial Derivatives;Kwok,1998
4. Pricing discrete barrier options with an adaptive mesh model;Ahn;J. Deriv.,1999
5. Universal option valuation using quadrature meth-ods;Andricopoulos;J. Financ. Econ.,2003
Cited by
20 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献