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Binomial models for option valuation examining and improving convergence
Leisen, Dietmar; Reimer, Matthias - 1995
Persistent link: https://www.econbiz.de/10004249856
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Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10004551397
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Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1998
Persistent link: https://www.econbiz.de/10004551399
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On efficient binomial option price approximations
Leisen, Dietmar - 1998
Persistent link: https://www.econbiz.de/10004344174