Skip to main content (access key 's'), Skip to navigation (access key 'n'), Accessibility information (access key '0')

Back to Simple Search

Advanced Search

Match of the following rules

Add Another Rule

Contains the following math formula (red border means the formula is incomplete)

Formula preview

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

The search session has expired. Please query the service again.

Currently displaying 1 – 1 of 1

Order by Relevance | Title | Year of publication

Security price modelling by a binomial tree

Remigijus Leipus; Alfredas Račkauskas — 1999

Applicationes Mathematicae

We consider multidimensional tree-based models of arbitrage-free and path-independent security markets. We assume that no riskless investment exists. Contingent claims pricing and hedging problems in such a market are studied.

Page 1

Download Results (CSV)