September 1, 1991Journal of Financial and Quantitative Analysis204 citations

A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments

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Abstract

Lenos Trigeorgis, A Log-Transformed Binomial Numerical Analysis Method for Valuing Complex Multi-Option Investments, The Journal of Financial and Quantitative Analysis, Vol. 26, No. 3 (Sep., 1991), pp. 309-326

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Lenos Trigeorgis (Sun,) studied this question.

synapsesocial.com/papers/6a6171cfa47b29a8623f7db7 https://doi.org/https://doi.org/10.2307/2331209

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