A skewness-adjusted binomial model for pricing futures options : the importance of the mean and carrying-cost parameters
Year of publication: |
2012
|
---|---|
Authors: | Johnson, Stafford ; Sen, Amit ; Balyeat, Brian |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 2.2012, 1, p. 105-120
|
Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
-
First-order calculus and option pricing
Carr, Peter, (2014)
-
Spot market and derivative segment of equity in India
Sharma, Dheeraj P., (2022)
-
A nonparametric approach to pricing and hedging derivative securities via learning networks
Hutchinson, James M., (1994)
- More ...
-
Johnson, Stafford, (2012)
-
Student evaluation instruments : online versus paper
Cagle, Julie A. B., (2022)
-
MIRR : the means to an end? ; reinforcing optimal investment decisions using the NPV rule
Balyeat, Brian, (2015)
- More ...