The hexanomial lattice for pricing multi-asset options.

Wen-Hung Kao Yuh-Dauh Lyuu Kuo-Wei Wen

Published in: Appl. Math. Comput. (2014)

Keyphrases

option pricing
financial markets
black scholes model
database
lattice structure
double exponential
learning algorithm
artificial intelligence
information systems
decision making
data structure