Click here for immediate access to the latest key research articles

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)

Article Requests: Order Reprints : Request Permissions

• Sign In
• Online Sample

Recommending 'Binomial models for option valuation - examining and improving convergence'

This service is temporarily unavailable.

Please copy the URL in your address bar and email it direct to your colleague or librarian to recommend this resource.