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Continuous-time limits in the generalised Ho/Le...

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Continuous-time limits in the generalised Ho/Lee framework under the risk-neutral and forward measures

Author / Creator: Sommer, Daniel
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Creator: by Daniel Sommer
Format: Books
Language: English
Contributors: London School of Economics and Political Science. Financial Markets Group
Publication: London : London School of Economics, 1994
Series: LSE Financial Markets Group discussion paper series ; no. 187
Physical Details: 33 pages ; 21 cm
OCLC: ocm30950040

"May 1994."
Includes bibliographical references (page 33).

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Options (Finance) -- Prices -- Mathematical models.

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Continuous-time limits in the generalised Ho/Lee framework under the risk-neutral and forward measures

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