HS300 stock index option pricing with transaction costs and Poisson process (Q4624436)
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scientific article; zbMATH DE number 7028654
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | HS300 stock index option pricing with transaction costs and Poisson process |
scientific article; zbMATH DE number 7028654 |
Statements
22 February 2019
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stock index option
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binomial tree model
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triple tree model
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0.721948504447937
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0.7015911340713501
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