The Random-Time Binomial Model

Dietmar P.J. Leisen
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Dietmar P.J. Leisen: Stanford University

Finance from EconWPA

Keywords: binomial model; option valuation; lattice-approach (search for similar items in EconPapers)
JEL-codes: C63 G13 (search for similar items in EconPapers)
Date: 1997-11-26, Revised 1998-11-29
Note: Type of Document - Postscript; pages: 34
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpfi:9711005

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