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  • Search: subject:"Lognormal distribution method"
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Subject
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Black-Scholes model 2 Black-Scholes-Modell 2 Derivat 2 Derivative 2 Lognormal distribution method 2 Option pricing theory 2 Optionspreistheorie 2 Stochastic calculus 2 Stochastic process 2 Stochastischer Prozess 2 Binomial option pricing model 1 Binominal option pricing model 1 Black-Scholes option pricing model 1 CAPM 1 Estimate implied variance 1 Estimation theory 1 Schätztheorie 1
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Undetermined 2
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz im Buch 1 Aufsatz in Zeitschrift 1 Book section 1
Language
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English 2
Author
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Chen, Yibing 2 Lee, Cheng F. 2 Lee, John 2
Published in...
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Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 1 1 Review of quantitative finance and accounting 1
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ECONIS (ZBW) 2
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Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.; Chen, Yibing; Lee, John - 2024
Persistent link: https://www.econbiz.de/10015045614
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Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.; Chen, Yibing; Lee, John - In: Review of quantitative finance and accounting 47 (2016) 2, pp. 417-451
Persistent link: https://www.econbiz.de/10011595634
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