Multivariate Binomial Approximations for Asset Prices with Non-Stationary Variance and Covariance Characteristics
Year of publication: |
[1998]
|
---|---|
Authors: | Ho, T. S. |
Other Persons: | Stapleton, Richard C. (contributor) ; Subrahmanyam, Marti G. (contributor) |
Publisher: |
[1998]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
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