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| Chapter title |
The Cox—Ross—Rubinstein Model
|
|---|---|
| Chapter number | 12 |
| Book title |
Mathematical Finance and Probability
|
| Published by |
Birkhäuser, Basel, January 2003
|
| DOI | 10.1007/978-3-0348-8041-1_12 |
| Book ISBNs |
978-3-76-436921-7, 978-3-03-488041-1
|
| Authors |
J. C. Cox, S. A. Ross, M. Rubinstein |