haku: @indexterm Market economy / yhteensä: 635
viite: 15 / 635
Tekijä: | Chen, R-R. Chung, S-L. Yang, T.T. |
Otsikko: | Option pricing in a multi-asset, complete market economy |
Lehti: | Journal of Financial and Quantitative Analysis
2002 : DEC, VOL. 37:4, p. 649-666 |
Asiasana: | Assets Market economy Option prices |
Kieli: | eng |
Tiivistelmä: | This paper extends the seminal Cox-Ross-Rubinstein (1979) binomial model to multiple assets. It differs from previous models in that it is derived under the complete market environment specified by Duffic and Huang (1985) and He (1990) |
SCIMA