Simple Binomial Processes as Diffusion Approximations in Financial Models

Journal Article Simple Binomial Processes as Diffusion Approximations in Financial Models Get access Daniel B. Nelson, Daniel B. Nelson The University of Chicago Search for other works by this author on: Oxford Academic Google Scholar Krishna Ramaswamy Krishna Ramaswamy The Wharton School, University of Pennsylvania Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 3, Issue 3, July 1990, Pages 393–430, https://doi.org/10.1093/rfs/3.3.393 Published: 30 April 2015