Option Pricing Using a Skew Random Walk Binary Tree.

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Bibliographic Details
Title: Option Pricing Using a Skew Random Walk Binary Tree.
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
DOI:10.3390/jrfm17040138