2 citations found. Retrieving documents...
Y. Tian, "A modified lattice approach to option pricing," J. Futures Markets, vol. 13, no. 5, pp. 563--577, 1993.

 Home/Search   Document Not in Database   Summary   Related Articles   Check  

This paper is cited in the following contexts:
Automating the Analysis of Option Pricing.. - Verykios.. (2001)   (1 citation)  (Correct)

No context found.

Y. Tian, "A modified lattice approach to option pricing," J. Futures Markets, vol. 13, no. 5, pp. 563--577, 1993.


Binomial Models For Option Valuation - Examining And.. - Leisen, Reimer (1995)   (1 citation)  (Correct)

No context found.

Tian, Y. [1993]: "A Modified Lattice Approach to Option Pricing", Journal of Futures Markets, Vol. 13, No.5, pp. 563--577.

Online articles have much greater impact   More about CiteSeer.IST   Add search form to your site   Submit documents   Feedback  

CiteSeer.IST - Copyright Penn State and NEC