"Recombined multinomial tree based on saddle-point approximation and its ..."

Xiaoping Hu, Ying Xiu, Jie Cao (2019)

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DOI: 10.1016/J.CAM.2018.07.017

access: closed

type: Journal Article

metadata version: 2023-06-13

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Xiaoping Hu, Ying Xiu, Jie Cao:
Recombined multinomial tree based on saddle-point approximation and its application to Levy models options pricing. J. Comput. Appl. Math. 346: 432-439 (2019)

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