## Abstract This article presents a logโtransformed 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
โฆ LIBER โฆ
A trinomial option pricing model dependent on skewness and kurtosis
โ 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.
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