Premium
A Note on the Convergence of Binomial‐Pricing and Compound‐Option Models
Author(s) -
OMBERG EDWARD
Publication year - 1987
Publication title -
the journal of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.1111/j.1540-6261.1987.tb02578.x
Subject(s) - citation , convergence (economics) , binomial (polynomial) , mathematical economics , computer science , library science , economics , mathematics , statistics , economic growth