The Valuation of Options When Asset Returns are Generated...

The Valuation of Options When Asset Returns are Generated by a Binomial Process

R. C. Stapleton and M. G. Subrahmanyam
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Volume:
39
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/2327742
Date:
December, 1984
File:
PDF, 429 KB
english, 1984
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