๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A trinomial option pricing model dependent on skewness and kurtosis

โœ Scribed by Yisong Sam Tian


Book ID
114344440
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
741 KB
Volume
7
Category
Article
ISSN
1059-0560

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


The accuracy and efficiency of alternati
โœ Hsuan-Chi Chen; David M. Chen; San-Lin Chung ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 141 KB ๐Ÿ‘ 1 views

## Abstract This article presents a logโ€transformed trinomial approach to option pricing and finds that various numerical procedures in the option pricing literature are embedded in this approach with choices of different parameters. The unified view also facilitates comparisons of computational ef

Comment on โ€œA new simple square root opt
โœ Hwa-Sung Kim; Jangkoo Kang; Jeongwoo Shin ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 77 KB

## Abstract Cรขmara A. and Wang Y.โ€H. (2010) introduce a simple square root option pricing model where the square root of the stock price is governed by a normal distribution. They show that their threeโ€parameter option pricing model can outperform the Blackโ€“Scholes option pricing model. We demonstr