Generalized Cox-Ross-Rubinstein binomial models
San-Lin Chung; Pai-Ta Shih
| Year of publication: |
2007
|
|---|---|
| Authors: | Chung, San-Lin ; Shih, Pai-Ta |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 53.2007, 3, p. 508-520
|
| Subject: | Statistische Verteilung | Statistical distribution | Black-Scholes-Modell | Black-Scholes model | Operations Research | Operations research |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003451629