Estimating European and American option pricing models : Excel and SAS language approach
Year of publication: |
2024
|
---|---|
Authors: | Chang, Jow-Ran ; Lee, John ; Lee, Cheng F. |
Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4. - New Jersey : World Scientific, ISBN 978-981-12-6325-5. - 2024, p. 3225-3253
|
Subject: | Bivariate normal distribution | Black's model | Black-Scholes model | Dividend yield | Future option | Stock indices | Optionspreistheorie | Option pricing theory | Dividende | Dividend | Black-Scholes-Modell | Derivat | Derivative | Optionsgeschäft | Option trading |
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