Option Pricing Using a Skew Random Walk Binary Tree.

Saved in:
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
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: bsu
DbLabel: Business Source Ultimate
An: 176877365
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Option Pricing Using a Skew Random Walk Binary Tree.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Hu%2C+Yuan%22">Hu, Yuan</searchLink><relatesTo>1</relatesTo><i> yuanhu0326@gmail.com</i><br /><searchLink fieldCode="AR" term="%22Lindquist%2C+W%2E+Brent%22">Lindquist, W. Brent</searchLink><relatesTo>2</relatesTo><i> brent.lindquist@ttu.edu</i><br /><searchLink fieldCode="AR" term="%22Rachev%2C+Svetlozar+T%2E%22">Rachev, Svetlozar T.</searchLink><relatesTo>2</relatesTo><br /><searchLink fieldCode="AR" term="%22Fabozzi%2C+Frank+J%2E%22">Fabozzi, Frank J.</searchLink><relatesTo>3</relatesTo><i> fabozzi321@aol.com</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Journal+of+Risk+%26+Financial+Management%22">Journal of Risk & Financial Management</searchLink>. Apr2024, Vol. 17 Issue 4, p138. 29p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=176877365
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.3390/jrfm17040138
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 29
        StartPage: 138
    Titles:
      – TitleFull: Option Pricing Using a Skew Random Walk Binary Tree.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Hu, Yuan
      – PersonEntity:
          Name:
            NameFull: Lindquist, W. Brent
      – PersonEntity:
          Name:
            NameFull: Rachev, Svetlozar T.
      – PersonEntity:
          Name:
            NameFull: Fabozzi, Frank J.
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 04
              Text: Apr2024
              Type: published
              Y: 2024
          Identifiers:
            – Type: issn-print
              Value: 19118066
          Numbering:
            – Type: volume
              Value: 17
            – Type: issue
              Value: 4
          Titles:
            – TitleFull: Journal of Risk & Financial Management
              Type: main
ResultId 1