Construction of consistent discrete and continuous stochastic models for multiple assets with application to option valuation
- 1 December 2008
- journal article
- Published by Elsevier BV in Mathematical and Computer Modelling
- Vol. 48 (11-12), 1775-1786
- https://doi.org/10.1016/j.mcm.2007.06.032
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
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- The valuation of options for alternative stochastic processesJournal of Financial Economics, 1976