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Multinomial Approximating Models for Options with k State Variables

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References

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1976The valuation of options for alternative stochastic processes2,935 cited
1981Martingales and stochastic integrals in the theory of continuous trading2,837 cited
1982Options on the minimum or the maximum of two risky assets553 cited
1977THE VALUATION OF AMERICAN PUT OPTIONS504 cited
1988A Lattice Framework for Option Pricing with Two State Variables473 cited
1978Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis413 cited
1987Options on the Maximum or the Minimum of Several Assets405 cited

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2004ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applications183 cited
2004Option Pricing: Valuation Models and Applications

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1997Recent Advances in Numerical Methods for Pricing Derivative Securities60 cited