The Multinomial Option Pricing Model and Its Brownian and Poisson Limits

Frank Milne, Dilip Madan and Hersh Shefrin

No 273638, Queen's Economics Department Working Papers from Queen's University - Department of Economics

Keywords: Financial; Economics (search for similar items in EconPapers)
Pages: 16
Date: 1990-01
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Related works:
Working Paper: The Multinomial Option Pricing Model And Its Brownian And Poisson Limits (1990)
Journal Article: The Multinomial Option Pricing Model and Its Brownian and Poisson Limits (1989)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:quedwp:273638

DOI: 10.22004/ag.econ.273638

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