Hedging with trees

Hedging with trees

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An insightful collection of 35+ articles encapsulating advances in financial derivatives, selected by two well-respected academics.advances in pricing and risk managing derivatives Mark Nathan Broadie, Paul Glasserman ... 4 Satisfactory answers for both prices and sensitivities can Ik obtained using larger time steps for the fully implicit case, but our objective here ... a#39;Asian Options as Linear Complementary Problems: Analysis and Finite- Difference Solutionsaquot;, Advances in Futures and Options Research 8, pp. ... 1993, Options, Futures and Other Derivative Securities, Prentice-Hall, Englewood Cliffs, New Jersey.

Title:Hedging with trees
Author:Mark Nathan Broadie, Paul Glasserman
Publisher: - 1998


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