The Random-Time Binomial Model
| Year of publication: |
1997-11-26
|
|---|---|
| Authors: | Leisen, Dietmar P.J. |
| Institutions: | EconWPA |
| Subject: | binomial model | option valuation | lattice-approach |
| Extent: | application/postscript application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Type of Document - Postscript; pages: 34 34 pages |
| Classification: | C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10005125065