The multinomial option pricing model and its Brownian and Poisson limits
Dilip B. Madan ; Frank Milne ; Hersh Shefrin
| Year of publication: |
1989
|
|---|---|
| Authors: | Madan, Dilip B. |
| Other Persons: | Milne, Frank (contributor) ; Shefrin, Hersh (contributor) |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 2.1989, 2, p. 251-265
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| Subject: | Derivat | Derivative | CAPM | 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/10001106370