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-Universit t Bonn, Bonn, Germany |
DOI:
10.1080/13504869600000015
Publication Frequency:
6 issues per year
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(English)

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t Bonn, Bonn, Germany