An autoregressive conditional binomial option pricing model

被引：0
|
作者：
Prigent, JL [1 ]
Renault, O [1 ]
Scaillet, O [1 ]
机构：
[1] Univ Cergy Pontoise, THEMA, F-95011 Cergy Pontoise, France
来源：
MATHEMATICAL FINANCE - BACHELIER CONGRESS 2000 | 2002年
关键词：
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：353 / 373
页数：21
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