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Binomial option pricing with stochastic parameters : a beta distribution approach
Lee, Jack C. - In: Review of quantitative finance and accounting 1 (1991) 4, pp. 435-448
Persistent link: https://www.econbiz.de/10001120877
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On the limiting properties of binomial and multinomial option pricing models : review and integration
Lee, Jack C.; Lee, Cheng F.; Wang, R. S.; Lin, T. I. - In: Advances in quantitative analysis of finance and … 1 (2004), pp. 271-295
Persistent link: https://www.econbiz.de/10002225835
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On a simple econometric approach for utility-based asset pricing model
Lee, Cheng F.; Lee, Jack C.; Ni, H. F.; Wu, C. C. - In: Review of quantitative finance and accounting 22 (2004) 4, pp. 331-344
Persistent link: https://www.econbiz.de/10002145902
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On the limiting properties of binomial and multinomial option pricing models : review and integration
Lee, Jack C.; Lee, C. F.; Wang, R. S.; Lin, T. I. - In: Advances in quantitative analysis of finance and … 1 (2004), pp. 271-295
Persistent link: https://www.econbiz.de/10009924705
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On a Simple Econometric Approach for Utility-Based Asset Pricing Model
Lee, Cheng-Few; Lee, Jack C.; Ni, H.F.; Wu, C.C. - In: Review of Quantitative Finance and Accounting 22 (2004) 4, pp. 331-344
The Journal of Finance has published an important paper entitled "A Simple Econometric Approach for Utility-Based Asset Pricing Model" by Brown and Gibbon (1985). The main purpose of this paper is to extend the research of Brown and Gibbons (1985) and Karson, Cheng and Lee (1995) in estimating...
Persistent link: https://www.econbiz.de/10005701300
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On a Simple Econometric Approach for Utility-Based Asset Pricing Model
Lee, Cheng-Few; Lee, Jack C.; Ni, H.F.; Wu, C.C. - In: Review of quantitative finance and accounting 22 (2004) 4, pp. 331-344
Persistent link: https://www.econbiz.de/10007153645