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A binomial model approach to modelling portfolio volatility in continuous time
Dempsey, M 2005, 'A binomial model approach to modelling portfolio volatility in continuous time', in V. Kachitvichyanukul, U. Purintrapiban, P. Utayopas (ed.) Proceedings of the 2005 International Conference on Simulation and Modelling (SimMod), Bangkok, Thailand, January 17-19 2005, pp. 609-617.
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