Bivariate binomial options pricing with generalized interest rate processes

Journal of Financial Research

Volumn 19, Issue 4, 1996, Pages 585-602

  Hilliard, Jimmy E ^a   Schwartz, Adam L ^b   Tucker, Alan L ^c  

^a UNIVERSITY OF GEORGIA   (United States)

^b UNIVERSITY OF MIAMI   (United States)

^c PACE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0010204617     PISSN: 02702592     EISSN: 14756803     Source Type: Journal    
DOI: 10.1111/j.1475-6803.1996.tb00232.x     Document Type: Article

References (17)

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