The Multinomial Option Pricing Model and Its Brownian and Poisson Limits
1990
Files
Details
Title
The Multinomial Option Pricing Model and Its Brownian and Poisson Limits
Author(s)
Milne, Frank
Madan, Dilip
Shefrin, Hersh
Madan, Dilip
Shefrin, Hersh
Subject(s)
Issue Date
1990-01
Publication Type
Working or Discussion Paper
DOI and Other Identifiers
10.22004/ag.econ.273638
Record Identifier
https://ageconsearch.umn.edu/record/273638
Language
English
Total Pages
16
Series Statement
Working Paper No. 1162