The Accuracy and Efficiency of Alternative Option Pricing Approaches Relative to a Log-Transformed Trinomial Model
Resource
Journal of Futures Market 22 (6): 557-577
Journal
Journal of Futures Market
Journal Volume
22
Journal Issue
6
Pages
557-577
Date Issued
2002
Date
2002
Author(s)
Chen, H. C.
Chen, D. M.
Chung, S. L.
Type
journal article