Hamish Malloch

The University of Sydney

University of Sydney

Sydney, NC NSW 2006

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Passport Options: Continuous and Binomial Models

Finance and Corporate Governance Conference 2011 Paper
Number of pages: 32 Posted: 09 Dec 2010 Last Revised: 17 Feb 2011
Hamish Malloch and Peter W. Buchen
The University of Sydney and The University of Sydney - School of Mathematics and Statistics
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Citation 2

Abstract:

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Passport Options, Binomial Models