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"A Sensitivity Analysis for the Pricing of European Call Options in a ..."

Huguette Reynaerts, Michèle Vanmaele (2003)

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DOI: —

access: closed

type: Conference or Workshop Paper

metadata version: 2004-07-01

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  - electronic edition @ carleton-scientific.com
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  dblp key:
  - conf/isipta/ReynaertsV03
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  persistent URL:
  - https://dblp.org/rec/conf/isipta/ReynaertsV03
Huguette Reynaerts, Michèle Vanmaele:
A Sensitivity Analysis for the Pricing of European Call Options in a Binary Tree Model. ISIPTA 2003: 465-479

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