Multivariate binomial approximation for variables with arbitrary and convariance characteristics
By: by Teng Suan Ho,Richard C. Stapleton and Marti G. Subrahmanyam.
Contributors: Stapleton, Richard C. 1942-; Subrahmanyam, M. G.
Series: Working papers / INSEAD -- no.92/33/FIN
Publisher: INSEAD
Published: 1992
Place of publication: Fontainebleau
Language: eng
Number of pages: 35
Subjects: Multivariate analysis.; Options (Finance) -- Econometric models.