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Security price modelling by a binomial tree - MaRDI portal

Security price modelling by a binomial tree

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Publication:4522966

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DOI10.4064/am-26-3-253-266zbMath1050.91515OpenAlexW1534685869MaRDI QIDQ4522966

Remigijus Leipus, Alfredas Račkauskas

Publication date: 7 January 2001

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/219237

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Microeconomic theory (price theory and economic markets) (91B24)

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