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Building recombining trinomial trees for time-homogeneous d..:
Wang, Wen-Kai
Journal of Computational and Applied Mathematics. 364 (2020) - p. 112351 , 2020
Link:
https://doi.org/10.1016/j.cam.2019.112351
RT Journal T1 <Title>Building recombining trinomial trees for time-homogeneous diffusion processes</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.cam.2019.112351&Exemplar=1&LAN=DE A1 Wang, Wen-Kai PB Elsevier BV YR 2020 SN 0377-0427 JF Journal of Computational and Applied Mathematics VO 364 SP 112351 LK http://dx.doi.org/https://doi.org/10.1016/j.cam.2019.112351 DO https://doi.org/10.1016/j.cam.2019.112351 SF ELIB - SuUB Bremen
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