A recombining lattice option pricing model that relaxes the assumption of lognormality

✍ Scribed by Dasheng Ji; B. Wade Brorsen

• Publisher: Springer US
• Year: 2010
• Tongue: English
• Weight: 197 KB
• Volume: 14
• Category: Article
• ISSN: 1380-6645
• DOI: 10.1007/s11147-010-9060-3