The multinomial option pricing model and its limits
Dilip B. Madan and F. Milne
| Year of publication: |
1988
|
|---|---|
| Authors: | Madan, Dilip B. ; Milne, Frank |
| Publisher: |
Canberra : Australian National Univ., Fac. of Economics [u.a.] |
| Subject: | Portfolio-Management | Portfolio selection | Derivat | Derivative | Theorie | Theory |
| Extent: | 50 S |
|---|---|
| Series: | Working papers in economics and econometrics. - Canberra, ZDB-ID 863099-9. - Vol. 160 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 38 - 40 |
| ISBN: | 0-86831-160-X |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000753404