Binomial option pricing with nonidentically distributed returns and its implications (Q1596873)
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scientific article; zbMATH DE number 1737625
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| default for all languages | No label defined |
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| English | Binomial option pricing with nonidentically distributed returns and its implications |
scientific article; zbMATH DE number 1737625 |
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Binomial option pricing with nonidentically distributed returns and its implications (English)
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5 May 2002
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pricing options
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binomial returns
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stock price process
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Black-Scholes model
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0.7757402062416077
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0.7598426342010498
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0.7568325996398926
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