The random-time binomial model
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Publication:1960552
DOI10.1016/S0165-1889(98)00077-3zbMath1016.91048MaRDI QIDQ1960552
Publication date: 12 January 2000
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
Exercisability Randomization of the American Option ⋮ Take-or-pay contract valuation under price and private uncertainty ⋮ Pricing catastrophe options in discrete operational time ⋮ Option valuation by using discrete singular convolution
Cites Work
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