Binomial models for option valuation : examining and improving convergence
Year of publication: |
1996
|
---|---|
Authors: | Leisen, Dietmar |
Other Persons: | Reimer, Matthias (contributor) |
Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 3.1996, 4, p. 319-346
|
Subject: | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |
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