Author:
Lee John,Chang Jow-Ran,Kao Lie-Jane,Lee Cheng-Few
Publisher
Springer International Publishing
Reference6 articles.
1. Benninga, S. Financial Modeling. Cambridge, MA: MIT Press, 2000.
2. Cox, J., S. A. Ross and M. Rubinstein. “Option Pricing: A Simplified Approach.” Journal of Financial Economics, v. 7 (1979), pp. 229–263.
3. Jarrow, Robert, and Andrew Rudd. “A comparison of the APT and CAPM a note.” Journal of Banking & Finance 7.2 (1983): 295–303.
4. Kamrad, Bardia, and Peter Ritchken. “Multinomial approximating models for options with k state variables.” Management science 37.12 (1991): 1640–1652.
5. Lee, C. F., J. C. Lee and A. C. Lee (2000). Statistics for Business and Financial Economics. 3rd edition. Springer, New York, 2000.