Authors
Yisong Tian
Publication date
1993/8/1
Journal
The Journal of Futures Markets (1986-1998)
Volume
13
Issue
5
Pages
563
Publisher
Wiley Periodicals Inc.
Description
Various numerical procedures for valuing derivative securities have appeared in the option pricing literature, including the Monte Carlo simulation, the lattice
Total citations
Scholar articles
Y Tian - The Journal of Futures Markets (1986-1998), 1993