Pricing Multi-Asset Contingent Claims in a Multi-Dimensional Binomial Market

Authors

Jarek Kedra, University of Aberdeen, AB24 3UE Aberdeen, Scotland, UKFollow
Assaf Libman, University of Aberdeen, AB24 3UE Aberdeen, Scotland, UKFollow
Victoria Steblovskaya, Bentley University, Waltham, MA 02452, USAFollow

Recommended Citation

Kedra, Jarek; Libman, Assaf; and Steblovskaya, Victoria (2023) "Pricing Multi-Asset Contingent Claims in a Multi-Dimensional Binomial Market," Journal of Stochastic Analysis: Vol. 4: No. 1, Article 2.
DOI: 10.31390/josa.4.1.02
Available at: https://repository.lsu.edu/josa/vol4/iss1/2

DOI

10.31390/josa.4.1.02