Option Pricing Using a Skew Random Walk Binary Tree
Author:
Affiliation:
1. Independent Researcher, 1620 E. Jefferson St. 312, Rockville, MD 20852, USA
2. Department of Mathematics & Statistics, Texas Tech University, Lubbock, TX 79406-1042, USA
3. Carey Business School, Johns Hopkins University, Baltimore, MD 21202, USA
Abstract
Publisher
MDPI AG
Link
https://www.mdpi.com/1911-8074/17/4/138/pdf
Reference129 articles.
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2. Applebaum, David (2004). Lévy Processes and Stochastic Calculus, Cambridge University Press.
3. On the multi-dimensional skew Brownian motion;Atar;Stochastic Processes and Their Applications,2015
4. Audrino, Francesco, Huitema, Robert, and Ludwig, Markus (2014). An Empirical Analysis of the Ross Recovery Theorem, University of St. Gallen.
5. A class of distributions which includes the normal ones;Azzalini;Scandinavian Journal of Statistics,1985
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