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"Construction of Multinomial Lattice Random Walks for Optimal Hedges."

Yuji Yamada, James A. Primbs (2001)

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DOI: 10.1007/3-540-45545-0_67

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-21

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  - conf/iccS/YamadaP01
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Yuji Yamada, James A. Primbs:
Construction of Multinomial Lattice Random Walks for Optimal Hedges. International Conference on Computational Science (1) 2001: 579-588

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