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"Modeling Generic Mean Reversion Processes with a Symmetrical Binomial ..."

Carlos de Lamare Bastian-Pinto (2015)

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DOI: 10.1016/J.PROCS.2015.07.160

access: open

type: Conference or Workshop Paper

metadata version: 2021-02-10

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  dblp key:
  - conf/itqm/Bastian-Pinto15
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  - https://dblp.org/rec/conf/itqm/Bastian-Pinto15
Carlos de Lamare Bastian-Pinto:
Modeling Generic Mean Reversion Processes with a Symmetrical Binomial Lattice - Applications to Real Options. ITQM 2015: 764-773

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