## Abstract Câmara A. and Wang Y.‐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 three‐parameter option pricing model can outperform the Black–Scholes option pricing model. We demonstr
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✍ Scribed by Yaw-Huei Wang
- Publisher
- John Wiley and Sons
- Year
- 2011
- Tongue
- English
- Weight
- 58 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0270-7314
No coin nor oath required. For personal study only.
✦ Synopsis
Helpful comments and suggestions by San-Lin Chung are greatly appreciated.
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