Work

Multivariate Binomial Approximations for Asset Prices With Nonstationary Variance and Covariance Characteristics

Year: 1999

Type: book-chapter

Source: WORLD SCIENTIFIC eBooks

DOI: 10.1142/9789812812599_0001

Authors: TENG-SUAN HO, RICHARD C. STAPLETON, MARTI G. SUBRAHMANYAM

Institutions: Lancaster University, New York University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1999358630

FWCI: 10.9

Cites:

Cited by: 28

Related to: 10