Pricing on Trees Using New Risk-Free Rates.

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Bibliographic Details
Title: Pricing on Trees Using New Risk-Free Rates.
Authors: Fusai, Gianluca1 gianluca.fusai@uniupo.it, Gambaro, Anna Maria2 annamaria.gambaro@uniupo.it
Source: Journal of Derivatives. Fall2024, Vol. 32 Issue 1, p139-159. 21p.
Database: Business Source Ultimate
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Description
ISSN:10741240
DOI:10.3905/jod.2024.1.214