Binomial option pricing with nonidentically distributed returns and its implications (Q1596873)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Binomial option pricing with nonidentically distributed returns and its implications |
scientific article; zbMATH DE number 1737625
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Binomial option pricing with nonidentically distributed returns and its implications |
scientific article; zbMATH DE number 1737625 |
Statements
Binomial option pricing with nonidentically distributed returns and its implications (English)
0 references
5 May 2002
0 references
pricing options
0 references
binomial returns
0 references
stock price process
0 references
Black-Scholes model
0 references
