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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/31335


    Title: The accuracy and efficiency of alternative option pricing approaches relative to a log-transformed trinomial model
    Authors: Chen,HC;Chen,DM;Chung,SL
    Contributors: 財務金融研究所
    Keywords: TIME CONTINGENT CLAIMS;CONVERGENCE;VALUATION;APPROXIMATIONS;AMERICAN;DISCRETE
    Date: 2002
    Issue Date: 2010-07-06 17:42:33 (UTC+8)
    Publisher: 中央大學
    Abstract: This article presents a log-transformed trinomial approach to option pricing and finds that various numerical procedures in the option pricing literature are embedded in this approach with choices of different parameters. The unified view also facilitates
    Relation: JOURNAL OF FUTURES MARKETS
    Appears in Collections:[財務金融研究所] 期刊論文

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