The Multinomial Option Pricing Model and Its Brownian and Poisson Limits
Year of publication: |
1990-01
|
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Authors: | Milne, Frank ; Madan, Dilip ; Shefrin, Hersh |
Institutions: | Economics Department, Queen's University |
Subject: | Multinomial | option | pricing | Brownian | Poisson |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Published in The Review of Financial Studies, 1989 Volume 2, Number 2, pp. 251-265 Number 1162 15 pages |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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