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

页码：353 / 373

页数：21

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