Convergence of discrete time options pricing models under stochastic
| Year of publication: |
1997
|
|---|---|
| Authors: | Lesne, J. P. ; Prigent, J. L. ; Scaillet, O. |
| Institutions: | Théorie Économique, Modélisation, Application (THEMA), Université de Cergy-Pontoise |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 97-34 |
| Source: |
Persistent link: https://www.econbiz.de/10005523782