Alternative methods to derive option pricing models : review and comparison
Cheng-Few Lee, Yibing Chen, John Lee
| Year of publication: |
2024
|
|---|---|
| Authors: | Lee, Cheng F. ; Chen, Yibing ; Lee, John |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1. - New Jersey : World Scientific, ISBN 978-981-12-6322-4. - 2024, p. 527-571
|
| Subject: | Estimate implied variance | Binominal option pricing model | Lognormal distribution method | Stochastic calculus | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Stochastischer Prozess | Stochastic process | Black-Scholes-Modell | Black-Scholes model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015045614