A recombining lattice option pricing model that relaxes the assumption of lognormality
| Year of publication: |
2011
|
|---|---|
| Authors: | Ji, Dasheng ; Brorsen, B. |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 14.2011, 3, p. 349-367
|
| Publisher: |
Springer |
| Subject: | Binomial trees | Gaussian quadrature | Option pricing |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009327368