Estimating binomial and Black & Scholes option pricing models : Excel, R Language, and SAS program approach
LiJane Kao, John Lee, and Cheng Few Lee
| Year of publication: |
2024
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|---|---|
| Authors: | Kao, Lie-Jane ; Lee, John ; Lee, Cheng F. |
| Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3. - New Jersey : World Scientific, ISBN 978-981-12-6324-8. - 2024, p. 2177-2195
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| Subject: | Excel | R Language programming | European call/put | Black-Scholes model | Binomial option pricing model | Stock indices | SAS Language programming | Sprache | Language | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0069 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047563