The Accuracy and Efficiency of Alternative Option Pricing Approaches Relative to a Log-Transformed Trinomial Model
| Year of publication: |
2002
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|---|---|
| Authors: | Chen, Hsuan-Chi ; Chen, David M. ; Chung, San-Lin |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 22.2002, 6, p. 557-578
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