SCOPUS 정보 검색 플랫폼

Volumn 15, Issue , 2009, Pages 361-368

Recombining Binomial Tree Approximations for Diffusions

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EID: 70350315086 PISSN: 15708659 EISSN: None Source Type: Book Series
DOI: 10.1016/S1570-8659(08)00010-0 Document Type: Chapter

Times cited : (2)

References (5)

1
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- An equilibrium characterization theory of the term structure
- Cox J.C., Ingersol J.E., and Ross R.A. An equilibrium characterization theory of the term structure. Econometrica 53 (1985) 385-407
- (1985) Econometrica , vol.53 , pp. 385-407
- Cox, J.C.¹ Ingersol, J.E.² Ross, R.A.³

2
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- McCombs School of Business, The University of Texas at Austin
- Hahn W.J., and Dyer J.S. A Discrete-Time Approach for Valuing Real Options With Underlying Mean-Reverting Stochastic Processes (2004), McCombs School of Business, The University of Texas at Austin
- (2004) A Discrete-Time Approach for Valuing Real Options With Underlying Mean-Reverting Stochastic Processes
- Hahn, W.J.¹ Dyer, J.S.²

3
- 0000854067
- Simple binomial processes and diffusion approximations in financial models
- Nelson D.B., and Ramaswamy K. Simple binomial processes and diffusion approximations in financial models. Rev. Fin. Stud. 3 (1990) 393-430
- (1990) Rev. Fin. Stud. , vol.3 , pp. 393-430
- Nelson, D.B.¹ Ramaswamy, K.²

4
- 0034229554
- Short-term variations and long-term dynamics in commodity prices
- Schwartz E., and Smith J.E. Short-term variations and long-term dynamics in commodity prices. Manage. Sci. 46 (2000) 893-911
- (2000) Manage. Sci. , vol.46 , pp. 893-911
- Schwartz, E.¹ Smith, J.E.²

5
- 0347078538
- A theory of the term structure of interest rates
- Vasicek O. A theory of the term structure of interest rates. J. Financ. Econ. 5 (1977) 177-188
- (1977) J. Financ. Econ. , vol.5 , pp. 177-188
- Vasicek, O.¹

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