Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal’s simplex
Crossref DOI link: https://doi.org/10.1007/s10479-017-2655-4
Published Online: 2017-10-10
Published Print: 2018-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Sierag, Dirk http://orcid.org/0000-0001-8828-0155
Hanzon, Bernard
License valid from 2017-10-10