Pricing the American Put Option: A Detailed Convergence Analysis for Binomial Models
Year of publication: |
1996-09-01
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Authors: | Leisen, Dietmar P.J. |
Publisher: |
Sonderforschungsbereich Information und die Koordination Wirtschaftlicher Aktivitäten <Bonn> |
Subject: | Statistik | Ausfallrisiko | Wirtschaftsstatistik | Economic statistics | Arbitrage-Pricing-Theorie | Arbitrage-Pricing-theory | Preisbündelung |
Extent: | 317440 bytes 28 p. application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | G13 - Contingent Pricing; Futures Pricing ; Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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