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
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Scholar articles
Y Tian - The Journal of Futures Markets (1986-1998), 1993