二项树模型中的复制和定价

IF 1.4 4区 经济学 Q3 BUSINESS, FINANCE
G. Campolieti, R. Makarov
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引用次数: 0

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Replication and Pricing in the Binomial Tree Model
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来源期刊
SIAM Journal on Financial Mathematics
SIAM Journal on Financial Mathematics MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-
CiteScore
2.30
自引率
10.00%
发文量
52
期刊介绍: SIAM Journal on Financial Mathematics (SIFIN) addresses theoretical developments in financial mathematics as well as breakthroughs in the computational challenges they encompass. The journal provides a common platform for scholars interested in the mathematical theory of finance as well as practitioners interested in rigorous treatments of the scientific computational issues related to implementation. On the theoretical side, the journal publishes articles with demonstrable mathematical developments motivated by models of modern finance. On the computational side, it publishes articles introducing new methods and algorithms representing significant (as opposed to incremental) improvements on the existing state of affairs of modern numerical implementations of applied financial mathematics.
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