Fast accurate binomial pricing
L. C. G. Rogers ; E. J. Stapleton
| Year of publication: |
1998
|
|---|---|
| Authors: | Rogers, Leonard C. G. |
| Other Persons: | Stapleton, E. J. (contributor) |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 2.1998, 1, p. 3-17
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| Subject: | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory |