We thank Min-Cheng Hong, Yen-Chun Liu, and Kai-Hsu Yang for assistance. The detailed comments from an anonymous referee improved the manuscript immensely. Chuan-Ju Wang was supported in part by the National Science Council of Taiwan under grant 100-2218-E-133-001-MY2.
A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables
Article first published online: 20 JUN 2012
© 2012 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 33, Issue 9, pages 795–826, September 2013
How to Cite
Dai, T.-S., Wang, C.-J. and Lyuu, Y.-D. (2013), A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables. J. Fut. Mark., 33: 795–826. doi: 10.1002/fut.21565
- Issue published online: 19 JUN 2013
- Article first published online: 20 JUN 2012
- Manuscript Accepted: 29 APR 2012
- Manuscript Received: 26 JAN 2012
- National Science Council of Taiwan. Grant Number: 100-2218-E-133-001-MY2
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
If your institution is a registered Wiley Online Library customer, you can log in under your institution's name to see our content. This access is provided by Shibboleth or Athens.
Type your institution's name in the box below. If your institution is a Wiley customer, it will appear in the list of suggested institutions.
Please note that there are currently a number of duplicate entries in the list of institutions. We are actively working on fixing this issue and apologize for any inconvenience caused.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!