A q -binomial extension of the CRR asset pricing model
Author:
Affiliation:
1. Université de Rennes, France
2. United Arab Emirates University, UAE
3. University of Nottingham Ningbo, China
4. Nanyang Technological University, Singapore
Funder
United Arab Emirates University Research Office
Ministry of Education, Singapore
Publisher
Informa UK Limited
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/15326349.2023.2173231
Reference43 articles.
1. Stopping Times and Tightness
2. Bass, R. F. Stochastic Processes. Cambridge Series in Statistical and Probabilistic Mathematics. Cambridge University Press: Cambridge, 2011.
3. A Statistically Precise and Relatively Simple Method of Estimating the Bioassay with Quantal Response, Based on the Logistic Function
4. Billingsley, P. Probability and measure. In Volume 245 of Wiley Series in Probability and Statistics. 3rd edition. Wiley: New York, 1995.
5. Convergence of Probability Measures
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