Multinomial approximating models for options with k state variables
Year of publication: |
1991
|
---|---|
Authors: | Kamrad, Bardia |
Other Persons: | Ritchken, Peter H. (contributor) |
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. 37.1991, 12, p. 1640-1652
|
Subject: | CAPM | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Optionspreistheorie | Option pricing theory |
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