Estimating European and American option pricing models : Excel and SAS language approach
Jow-Ran Chang, John Lee, and Cheng Few Lee
| 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 | Derivat | Derivative | Dividende | Dividend | Black-Scholes-Modell | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1142/9789811269943_0097 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050024