Multivariate binomial approximations for asset prices with nonstationary variance and covariance characteristics
Teng-Suan Ho ; Richard C. Stapleton ; Marti G. Subrahmanyam
| Year of publication: |
1995
|
|---|---|
| Authors: | Ho, Teng-suan |
| Other Persons: | Stapleton, Richard C. (contributor) ; Subrahmanyam, Marti G. (contributor) |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 8.1995, 4, p. 1125-1252
|
| Subject: | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001198366