Multivariate binomial approximations for asset prices with nonstationary variance and covariance characteristics
Year of publication: |
1995
|
---|---|
Authors: | Ho, Teng-suan |
Other Persons: | Stapleton, Richard C. (contributor) ; Subrahmanyam, Marti G. (contributor) |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 8.1995, 4, p. 1125-1252
|
Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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