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    Please use this identifier to cite or link to this item: http://ir.lib.ncu.edu.tw/handle/987654321/31336


    Title: The binomial Black-Scholes model and the Greeks
    Authors: Chung,SL;Shackleton,M
    Contributors: 財務金融研究所
    Keywords: OPTION
    Date: 2002
    Issue Date: 2010-07-06 17:42:34 (UTC+8)
    Publisher: 中央大學
    Abstract: This article returns to the choice of method for calculating option hedge ratios discussed by Pelsser and Vorst (1994). Where they demonstrated that numerical differentiation of a binomial model compared poorly to their design of an extended tree, this st
    Relation: JOURNAL OF FUTURES MARKETS
    Appears in Collections:[財務金融研究所] 期刊論文

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