The Multinomial Option Pricing Model and Its Brownian and Poisson Limits
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- Madan, Dilip B & Milne, Frank & Shefrin, Hersh, 1989. "The Multinomial Option Pricing Model and Its Brownian and Poisson Limits," Review of Financial Studies, Society for Financial Studies, vol. 2(2), pages 251-265.
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- Vladislav Kargin, 2005.
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More about this item
KeywordsMultinomial; option; pricing; Brownian; Poisson;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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