Binomial models for option valuation : examining and improving convergence
Dietmar Leisen ; Matthias Reimer
| Year of publication: |
1995
|
|---|---|
| Authors: | Leisen, Dietmar |
| Other Persons: | Reimer, Matthias (contributor) |
| Publisher: |
Bonn : Rheinische Friedrich-Wilhelms-Univ. |
| Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Optionspreistheorie | Option pricing theory |
| Extent: | 36 S. : graph. Darst |
|---|---|
| Series: | Discussion paper / B. - Bonn : Univ. Sonderforschungsbereich 303, ZDB-ID 54757-8. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000910414