The bino-trinomial tree: A simple model for efficient and accurate option pricing

Journal

Journal of Derivatives

Journal Volume

17

Journal Issue

4

Pages

7-24

Date Issued

2010

Author(s)

Dai, T.-S.

DOI

10.3905/jod.2010.17.4.007

URI

http://www.scopus.com/inward/record.url?eid=2-s2.0-77956312734&partnerID=MN8TOARS

http://scholars.lib.ntu.edu.tw/handle/123456789/359721

Type

journal article