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A Direct Justification of the Binomial Pricing Model as an Approximation of the Black-Scholes Formula

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Title: A Direct Justification of the Binomial Pricing Model as an Approximation of the Black-Scholes Formula

Authors: Xianggui Qu

Journal: Pakistan Journal of Statistics

HEC Recognition History
Category From To
Y 2023-07-01 2024-09-30
Y 2022-07-01 2023-06-30
Y 2021-07-01 2022-06-30
Y 2020-07-01 2021-06-30
Y 1900-01-01 2005-06-30

Publisher: Islamic Countries Society of Statistical Sciences, Pakistan

Country: Pakistan

Year: 2010

Volume: 26

Issue: 1

Language: English

Categories
Option Pricing (3) Black-Scholes Model (1) Finance (9883) Statistics (8857) Mathematical Finance (3)

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