The Binomial Model and Risk Neutrality: Some Important Details
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6288.1995.tb00848.x/fullpdf
Reference12 articles.
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3. The Pricing of Contingent Claims in Discrete Time Models
4. [4]John C. Cox, and Stephen A. Ross . "The Valuation of Options for Alternative Stochastic Processes ." Journal of Financial Economics (1976 ):145 -66 .
5. [5]John C. Cox, Stephen A. Ross, and Mark Rubinstein . "Option Pricing: A Simplified Approach ." Journal of Financial Economics (1979 ):229 -63 .
Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Corporate Liquidity, Dividend Policy and Default Risk: Optimal Financial Policy and Agency Costs;SSRN Electronic Journal;2008
2. A Synthesis of Binomial Option Pricing Models for Lognormally Distributed Assets;SSRN Electronic Journal;2007
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