Simple binomial processes as diffusion approximations in financial models /
Saved in:
Author / Creator: | Nelson, Daniel B. |
---|---|
Imprint: | Chicago : Center for Research in Security Prices, [1990] |
Description: | 38 leaves ; 28 cm. |
Language: | English |
Series: | Working paper series /Center for Research in Security Prices, Graduate School of Business, University of Chicago ; W.P. 271 Working paper series (University of Chicago. Center for Research in Security Prices) ; W.P. 271. |
Subject: | |
Format: | Print Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/5781971 |
Item Description: | "June, 1989. Revised February, 1990." |
---|---|
Physical Description: | 38 leaves ; 28 cm. |
Bibliography: | Includes bibliographical references. |