A Lattice Framework for Option Pricing with Two State Variables

Journal of Financial and Quantitative Analysis

Volumn 23, Issue 1, 1988, Pages 1-12

  Boyle, Phelim P ^a  

^a UNIVERSITY OF WATERLOO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84959674840     PISSN: 00221090     EISSN: 17566916     Source Type: Journal    
DOI: 10.2307/2331019     Document Type: Article

References (16)

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