Craig, Ben R. (contributor); Keller, Joachim G. (contributor) - 2003 - [Elektronische Ressource]
true value function. The comparison of using a binomial tree to using a
higher order approximation in evaluation a diffusion … expectation is analogous to the
comparison of using a sum of binomial variables to using the sum of multinomial
variables that are …, 20, pp.
133-148.
Craig, B. and J. Keller [2001]: “A Comparison of Densities Implied by Over-
the-Counter and Exchange …