Subordinated Binomial Option Pricing
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References listed on IDEAS
- Madhavan, Ananth, 2000. "Market microstructure: A survey," Journal of Financial Markets, Elsevier, pages 205-258.
- Stoughton, Neal & Zechner, Josef, 1999. "Optimal Capital Allocation Using RAROC And EVA," CEPR Discussion Papers 2344, C.E.P.R. Discussion Papers.
- S. Baranzoni & P. Bianchi & L. Lambertini, 2000. "Multiproduct Firms, Product Differentiation, and Market Structure," Working Papers 368, Dipartimento Scienze Economiche, Universita' di Bologna.
- Albert S. Kyle, 1989. "Informed Speculation with Imperfect Competition," Review of Economic Studies, Oxford University Press, vol. 56(3), pages 317-355.
- Toni Gravelle, 1999. "Markets for Government of Canada Securities in the 1990s: Liquidity and Cross-CountryComparisons," Bank of Canada Review, Bank of Canada, vol. 1999(Autumn), pages 9-18.
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