Nonparametric Multinomial Option Pricing Model
碩士 === 國立交通大學 === 統計所 === 87 === Cox, Ross and Rubinstein (C.R.R. 1979) suggested a Binomial discrete-timemodel for valuing options.They developed the approachby assuming that the stock price follows a multiplicative binomial process over discrete periods.In their pr...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
1999
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| Online Access: | http://ndltd.ncl.edu.tw/handle/85683252588430336203 |