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Binomial models for option val...
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Probability theory
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26
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18
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15
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10
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9
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binomial model
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option valuation
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order of convergence
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8
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Leisen, Dietmar
6
Reimer, Matthias
3
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Journal of economic dynamics & control
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European finance review : the official journal of the European Finance Association
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ECONIS (ZBW)
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1
Binomial models for option valuation : examining and improving convergence
Leisen, Dietmar
-
1995
Persistent link: https://www.econbiz.de/10000910414
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2
Pricing the American put option : a detailed convergence analysis for binomial models
Leisen, Dietmar
- In:
Journal of economic dynamics & control
22
(
1998
)
8
,
pp. 1419-1444
Persistent link: https://www.econbiz.de/10001250755
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3
The random-time binominal model
Leisen, Dietmar
- In:
Journal of economic dynamics & control
23
(
1999
)
9/10
,
pp. 1355-1386
Persistent link: https://www.econbiz.de/10001415372
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4
Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
- In:
European finance review : the official journal of the …
3
(
1999
)
3
,
pp. 319-343
Persistent link: https://www.econbiz.de/10001653150
Saved in:
5
On efficient binomial option price approximations
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10000672725
Saved in:
6
Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001355949
Saved in:
7
Examining binomial option price approximations
Reimer, Matthias
-
1997
Persistent link: https://www.econbiz.de/10000647506
Saved in:
8
Examining binomial option price approximations
Reimer, Matthias
-
1997
Persistent link: https://www.econbiz.de/10000975781
Saved in:
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