Displaying similar documents to “Further topics in von Neumann growth model”

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Manuel Castellet (1989)

Collectanea Mathematica

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Security price modelling by a binomial tree

Remigijus Leipus, Alfredas Račkauskas (1999)

Applicationes Mathematicae

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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.