Abstract
Hedging with Trees: Advances in Pricing and Risk Managing Derivatives is a useful compendium of 35+ articles encapsulating recent advances in financial derivatives, selected by two well-respected academics. It includes advances in exotic options, computational techniques, VAR and capital management.
Full Citation
Broadie, Mark and Paul Glasserman.
Hedging with trees: Advances in pricing and risk managing derivatives. London:
Risk Books,
1998.