Multi-purpose binomial model: Fitting all moments to the underlying geometric Brownian motion

Economics Letters, Volume 145, pp225-229, August 2016.

Author(s) :

Stoyan Stoyanov

Svetlozar Rachev

Presentation :

Economics Letters, Volume 145, pp225-229, August 2016.
Type : Publication académique
Date : le 01/01/2016

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