Option Pricing Using a Skew Random Walk Binary Tree.
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| Title: | Option Pricing Using a Skew Random Walk Binary Tree. |
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| Authors: | Hu, Yuan1 yuanhu0326@gmail.com, Lindquist, W. Brent2 brent.lindquist@ttu.edu, Rachev, Svetlozar T.2, Fabozzi, Frank J.3 fabozzi321@aol.com |
| Source: | Journal of Risk & Financial Management. Apr2024, Vol. 17 Issue 4, p138. 29p. |
| Database: | Business Source Ultimate |
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| ISSN: | 19118066 |
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| DOI: | 10.3390/jrfm17040138 |