Alternative methods to derive option pricing models : review and comparison
Cheng-Few Lee, Yibing Chen, John Lee
| Year of publication: |
August 2016
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|---|---|
| Authors: | Lee, Cheng F. ; Chen, Yibing ; Lee, John |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 47.2016, 2, p. 417-451
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| Subject: | Black-Scholes option pricing model | Binomial option pricing model | Lognormal distribution method | Stochastic calculus | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Derivat | Derivative | Stochastischer Prozess | Stochastic process | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-015-0505-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011595634