Hürlimann, Werner - In: Decisions in Economics and Finance 35 (2012) 2, pp. 171-202
The recombining binomial tree approach, which has been initiated by Cox et al. (J Financ Econ 7: 229–263, <CitationRef CitationID="CR16">1979</CitationRef>) and extended to arbitrary diffusion models by Nelson and Ramaswamy (Rev Financ Stud 3(3): 393–430, <CitationRef CitationID="CR43">1990</CitationRef>) and Hull and White (J Financ Quant Anal 25: 87–100, <CitationRef CitationID="CR30">1990a</CitationRef>), is applied...</citationref></citationref></citationref>
