Binomial option pricing with stochastic parameters : a beta distribution approach
Jack C. Lee ; Cheng F. Lee ; K. C. John Wei
| Year of publication: |
1991
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|---|---|
| Authors: | Lee, Jack C. |
| Other Persons: | Lee, Cheng F. (contributor) ; Wei, K. C. John (contributor) |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 1.1991, 4, p. 435-448
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| Subject: | CAPM | Derivat | Derivative | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001120877