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Binomial models for option valuation - examining and improving convergence 

Authors: Dietmar P. J. Leisen ^a; Matthias Reimer ^a

Affiliation:

a Department of Statistics, Rheinische Friedrich-Wilhelms-Universitt Bonn, Bonn, Germany

DOI: 10.1080/13504869600000015

Publication Frequency: 6 issues per year

Published in: Applied Mathematical Finance, Volume 3, Issue 4 December 1996 , pages 319 - 346

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Formats available: PDF (English)

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