A Fast Literature Search Engine based on top-quality journals, by Dr. Mingze Gao.
- Topic classification is ongoing.
- Please kindly let me know [mingze.gao@mq.edu.au] in case of any errors.
Your search
Publication year
The Valuation of Options When Asset Returns Are Generated by a Binomial Process.
Resource type
Authors/contributors
- Stapleton, Richard C (Author)
- Subrahmanyam, Marti G (Author)
Title
The Valuation of Options When Asset Returns Are Generated by a Binomial Process.
Publication
The Journal of Finance
Volume
39
Issue
5
Pages
1525-39
Date
1984-12
Citation
Stapleton, R. C., & Subrahmanyam, M. G. (1984). The Valuation of Options When Asset Returns Are Generated by a Binomial Process. The Journal of Finance, 39, 1525–1539.
Journals
Link to this record