On the limiting properties of binomial and multinomial option pricing models : review and integration
Jack C. Lee ...
| Year of publication: |
2004
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| Authors: | Lee, Jack C. ; Lee, C. F. ; Wang, R. S. ; Lin, T. I. |
| Published in: |
Advances in quantitative analysis of finance and accounting : a research annual. - River Edge, NJ [u.a.] : World Scientific, ISSN 1061-8910, ZDB-ID 10891043. - Vol. 1.2004, p. 271-295
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| Type of publication: | Article |
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| Language: | English |
| Notes: | In: Advances in quantitative analysis of finance and accounting |
| Source: |
Persistent link: https://www.econbiz.de/10009924705