A modified lattice approach to option pricing
- 1 August 1993
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 13 (5) , 563-577
- https://doi.org/10.1002/fut.3990130509
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
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- Option pricing: A simplified approachJournal of Financial Economics, 1979
- The Valuation of Corporate Liabilities as Compound OptionsJournal of Financial and Quantitative Analysis, 1977
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973