Work

Lean Trees—A General Approach for Improving Performance of Lattice Models for Option Pricing

Year: 2004

Type: article

Source: Review of Derivatives Research

DOI: 10.1023/b:redr.0000017028.57712.19

Authors: Rainer Baule, Marco Wilkens

Institutions: University of Göttingen, Catholic University of Eichstätt-Ingolstadt

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Tree Research and Education Endowment Fund

OpenAlex ID: W3125037558

FWCI: 3.475

Cites: 24

Cited by: 26

Related to: 10