The valuation of options when asset returns are generated by a binominal process
R. C. Stapleton; M. G. Subrahmanyam
| Year of publication: |
1984
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|---|---|
| Authors: | Stapleton, R. C. ; Subrahmanyam, M. G. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 39.1984, 5, p. 1525-1539
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| Subject: | Wertpapier | Optionsanleihe | Bewertung |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003685047