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A fuzzy set approach for generalized CRR model : an empirical analysis of S&P 500 index options
Lee, Cheng F.; Tzeng, Gwo-hshiung; Wang, Shin-yun - In: Review of quantitative finance and accounting 25 (2005) 3, pp. 255-275
Persistent link: https://www.econbiz.de/10003152352
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Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun; Chuang, Ming-Che; Lin, Shih-kuei; Shyu, … - In: Review of quantitative finance and accounting 56 (2021) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
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A Fuzzy Set Approach for Generalized CRR Model: An Empirical Analysis of S&P 500 Index Options
Lee, Cheng Few; Tzeng, Gwo-Hshiung; Wang, Shin-Yun - In: Review of quantitative finance and accounting 25 (2005) 3, pp. 255-276
Persistent link: https://www.econbiz.de/10007779791