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The random-time binomial model

Journal of Economic Dynamics and Control, 23(9-10): 1355--1386, 1999.
Authors: Dietmar P. J. Leisen
URL: http://www.sciencedirect.com/science/article/B6V85-3Y9RKX5-6/1/0f0f91e059cef9935f49c6efb273c514
Tags: Binomial model
| URL | BibTeX  
@article{Leisen1999,
title = {The random-time binomial model},
author = {Dietmar P. J. Leisen},
journal = {Journal of Economic Dynamics and Control},
month = {Sep},
number = {9-10},
pages = {1355--1386},
url = {http://www.sciencedirect.com/science/article/B6V85-3Y9RKX5-6/1/0f0f91e059cef9935f49c6efb273c514},
volume = {23},
year = {1999},
keywords = {Binomial model }
}