References - 2023.2 English

Vitis Libraries

Release Date
2023-12-20
Version
2023.2 English
[CRR1979]Cox, J. C., Ross, S. A., Rubinstein, M., “Option Pricing: A Simplified Approach”, Journal of Financial Economics (1979)
[LR1995]Leisen, D., Reimer, M., “Binomial Models for Option Valuation - Examining and Improving Convergence”, Rheinische Friedrich-Wilhelms-Universität, Bonn, (1995).