Pricing Options Using Lattice Rules
Work
Year: 2005
Type: article
Source: North American Actuarial Journal
Institutions University of Waterloo, Wilfrid Laurier University, Central University of Finance and Economics, Actua
Cites: 58
Cited by: 22
Related to: 10
FWCI: 2.29
Citation percentile (by year/subfield): 82.53
Subfield: Numerical Analysis
Field: Mathematics
Domain: Physical Sciences
Open Access status: closed