An autoregressive conditional binomial option pricing model under stochastic rates
| Year of publication: |
1999
|
|---|---|
| Authors: | Prigent, J.L. ; Renault, O. ; O. Scaillet. |
| Institutions: | Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 99-40 |
| Source: |
Persistent link: https://www.econbiz.de/10005341601