Univ.-Prof. Dietmar Leisen
Bankbetriebslehre, Prof. Dr. Dietmar Leisen , Johannes Gutenberg-Universität Mainz
Jakob-Welder-Weg 9, 55128 Mainz, Raum: ReWi I, 1. Stock, Raum 01-206
- 06131/39-25542
- 06131/39-23782
Ergebnisse pro Seite:
10
Leisen, Dietmar
Pricing the American Put Option: A Detailed Convergence Analysis for Binomial ModelsJournal of Economic Dynamics and Control. Bd. 22. 1998 S. 1426 - 1444
Leisen, Dietmar; Reimer, Matthias
Binomial Models for Option Valuation - Examining and Improving ConvergenceApplied Mathematical Finance. Bd. 3. H. 4. 1996 S. 319 - 346