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publications

(4)

• Binomial models for option valuation - examining and improving convergence
  Dietmar P. J. Leisen and Matthias Reimer Applied Mathematical Finance 3 319--346 (1996)
  to imported by smicha on 2008-04-23 19:16:38
  | URL | BibTeX  
• Pricing the American put option: A detailed convergence analysis for binomial models
  Dietmar P. J. Leisen Journal of Economic Dynamics and Control 22 1419--1444 (1998)
  to Binomial model by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• The random-time binomial model
  Dietmar P. J. Leisen Journal of Economic Dynamics and Control 23 1355--1386 (1999)
  to Binomial model by smicha on 2008-04-22 15:17:45
  | URL | BibTeX  
• Nonexponential relaxation functions above Tg analysed by multidimensional NMR and novel spin-echo decay techniques
  J. Leisen and K. Schmidt-Rohr and H. W. Spiess Physica A: Statistical and Theoretical Physics 201 79--87 (1993)
  to imported by smicha on 2008-04-22 10:36:30
  | URL | BibTeX