Properties of Multinomial Lattices with Cumulants for Option Pricing and Hedging
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance
Link
http://link.springer.com/content/pdf/10.1007/s10690-005-9005-2.pdf
Reference39 articles.
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3. Black, F. and Scholes, M. (1973) The Pricing of Options and Corporate Liabilities, Journal of Political Economy 81, 637–654.
4. Bouchaud, J-P. and M. Potters.: Theory of Financial Risks. Cambridge University Press (2000)
5. Carr, P. and Wu, L. (1993) The finite moment logstable process and option pricing, Journal of Finance 58, 753–778.
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