SIMPLE BINOMIAL PROCESSES AS DIFFUSION APPROXIMATIONS IN FINANCIAL MODELS

被引：199

作者：

NELSON, DB

RAMASWAMY, K

机构：

[1] UNIV PENN,WHARTON SCH,PHILADELPHIA,PA 19104

[2] UNIV CHICAGO,CHICAGO,IL 60637

来源：

REVIEW OF FINANCIAL STUDIES | 1990年 / 3卷 / 03期

关键词：

D O I：

10.1093/rfs/3.3.393

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：393 / 430

页数：38

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