Work

An Autoregressive Conditional Binomial Option Pricing Model

Year: 2002

Type: book-chapter

Source: Springer finance

DOI: 10.1007/978-3-662-12429-1_17

Authors: Jean-Luc Prigent, Olivier Renault, Olivier Scaillet

Institutions: Théorie Économique, Modélisation et Applications, Université de Cergy-Pontoise, London School of Economics and Political Science, UCLouvain

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1570233550

FWCI: 13.08

Cites: 57

Cited by: 35

Related to: 10