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On efficient binomial option price approximations
Leisen, Dietmar - 1998
Persistent link: https://www.econbiz.de/10000672725
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Binomial models for option valuation : examining and improving convergence
Leisen, Dietmar - 1995
Persistent link: https://www.econbiz.de/10000910414
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Pricing the American put option : a detailed convergence analysis for binomial models
Leisen, Dietmar - 1996
Persistent link: https://www.econbiz.de/10000954631
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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/10001355935
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Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001355949
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Building a consistent pricing model from observed option prices
Laurent, Jean-Paul; Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001380392
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Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar - 1999
Persistent link: https://www.econbiz.de/10001392972
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Pricing the American put option : a detailed convergence analysis for binomial models
Leisen, Dietmar - In: Journal of economic dynamics & control 22 (1998) 8, pp. 1419-1444
Persistent link: https://www.econbiz.de/10001250755
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Stock evolution under stochastic volatility : a discrete approach
Leisen, Dietmar - In: The journal of derivatives : the official publication … 8 (2000) 2, pp. 9-27
Persistent link: https://www.econbiz.de/10001545160
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The random-time binominal model
Leisen, Dietmar - In: Journal of economic dynamics & control 23 (1999) 9/10, pp. 1355-1386
Persistent link: https://www.econbiz.de/10001415372