Multivariate Binomial Approximations for Asset Prices with Nonstationary Variance and Covariance Characteristics
| Year of publication: |
1995
|
|---|---|
| Authors: | Ho, Teng-Suan ; Stapleton, Richard C. ; Subrahmanyam, Marti G. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 8.1995, 4, p. 1125-1152
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