The Accuracy and Efficiency of Alternative Option Pricing Approaches Relative to a Log-Transformed Trinomial Model

Chen, H. C.H. C.ChenChen, D. M.D. M.ChenChung, S. L.S. L.Chung2008-10-172018-07-092008-10-172018-07-092002http://ntur.lib.ntu.edu.tw//handle/246246/83602application/pdf143990 bytesapplication/pdfen-USThe Accuracy and Efficiency of Alternative Option Pricing Approaches Relative to a Log-Transformed Trinomial Modeljournal article