"Convergence of discrete time option pricing models under stochastic ..."

Jean-Philippe Lesne, Jean-Luc Prigent, Olivier Scaillet (2000)

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DOI: 10.1007/S007800050004

access: closed

type: Journal Article

metadata version: 2020-07-22

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Jean-Philippe Lesne, Jean-Luc Prigent, Olivier Scaillet:
Convergence of discrete time option pricing models under stochastic interest rates. Finance Stochastics 4(1): 81-93 (2000)

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