Matthias Reimer

University of Bonn - Institute of Statistics

Institut fuer Gesellschafts und Wirtschaftswissenschaften

Bonn, 53113

Germany

SCHOLARLY PAPERS

2

DOWNLOADS

380

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

A Discrete Time Approach for European and American Barrier Options

Number of pages: 27 Posted: 24 Apr 1998
Matthias Reimer and Klaus Sandmann
University of Bonn - Institute of Statistics and University of Bonn - The Bonn Graduate School of Economics
Downloads 380 (84,246)
Citation 4

Abstract:

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Barrier option, binomial model, limit results

2.

Binomial Models for Option Valuation - Examining and Improving Convergence

Posted: 10 Aug 1999
Dietmar Leisen and Matthias Reimer
Johannes Gutenberg University Mainz - Department of Banking and University of Bonn - Institute of Statistics

Abstract:

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