Work

Simple Binomial Processes as Diffusion Approximations in Financial Models

Year: 1990

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/3.3.393

Authors: Daniel B. Nelson, Krishna Ramaswamy

Institutions: University of Chicago, University of Pennsylvania

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2155664708

FWCI: 10.04

Cites: 31

Cited by: 379

Related to: 10