A skewness-adjusted binomial model for pricing futures options : the importance of the mean and carrying-cost parameters
Stafford Johnson; Amit Sen; Brian Balyeat
| Year of publication: |
2012
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|---|---|
| Authors: | Johnson, Stafford ; Sen, Amit ; Balyeat, Brian |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 26573775. - Vol. 2.2012, 1, p. 105-120
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010079603