Weak convergence of tree methods, to price options on defaultable assets

M.H. Vellekoop, J.W. Nieuwenhuis

Research output: Contribution to journal › Article › Academic › peer-review

Original language	Undefined
Pages (from-to)	87-107
Number of pages	21
Journal	Decisions in economics and finance
Volume	27
Publication status	Published - 2004

Keywords

@article{a7482bc7a932458483ff1c522640bc20,

title = "Weak convergence of tree methods, to price options on defaultable assets",

keywords = "METIS-220339",

author = "M.H. Vellekoop and J.W. Nieuwenhuis",

year = "2004",

language = "Undefined",

volume = "27",

pages = "87--107",

journal = "Decisions in economics and finance",

issn = "1593-8883",

publisher = "Springer-Verlag Italia s.r.l.",

}