Fast accurate binomial pricing

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Publication:1381489


DOI10.1007/s007800050029zbMath0894.90025MaRDI QIDQ1381489

L. C. G. Rogers, E. J. Stapleton

Publication date: 17 March 1998

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s007800050029


60G50: Sums of independent random variables; random walks

60J65: Brownian motion


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