Fast accurate binomial pricing
Year of publication: |
1998
|
---|---|
Authors: | Rogers, L.C.G. ; Stapleton, E.J. |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 2.1998, 1, p. 3-18
|
Saved in:
Saved in favorites
Similar items by person
-
Fast accurate binomial pricing
Rogers, L.C.G., (1997)
-
Modeling liquidity effects in discrete time
Cetin, Umut, (2007)
-
The relaxed investor and parameter uncertainty
Rogers, L.C.G., (2001)
- More ...