Bumping Up Against the Barrier with the Binomial Method
- 31 May 1994
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 1 (4) , 6-14
- https://doi.org/10.3905/jod.1994.407891
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Pricing and hedging capped optionsJournal of Futures Markets, 1989
- A Lattice Framework for Option Pricing with Two State VariablesJournal of Financial and Quantitative Analysis, 1988
- The Pricing of Options with Default RiskThe Journal of Finance, 1987
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973