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Binominal Models for Some Path-Dependent Options.

Year of publication:
1994
Authors: Cheuk, T.H.F. ; Vorst, T.C.F.
Institutions: Econometrisch Instituut, Faculteit der Economische Wetenschappen
Subject: pricing | economic theory
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Series:
Erasmus University of Rotterdam - Econometric Institute.
Type of publication: Book / Working Paper
Notes:
14 pages
Source:
RePEc - Research Papers in Economics
Persistent link: https://www.econbiz.de/10005660884
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