Binomial option pricing model with stochastic parameters: a beta distribution approach

Jack Lee, Cheng F. Lee, Kuo-chiang Wei

Research output: Journal article publication › Journal article › Academic research › peer-review

Original language	English
Pages (from-to)	435-448
Journal	Review of Quantitative Finance and Accounting
Volume	1
Publication status	Published - 1991

Cite this

@article{06d060ac67f04495803cf51cc0345b3e,

title = "Binomial option pricing model with stochastic parameters: a beta distribution approach",

author = "Jack Lee and Lee, {Cheng F.} and Kuo-chiang Wei",

year = "1991",

language = "English",

volume = "1",

pages = "435--448",

journal = "Review of Quantitative Finance and Accounting",

issn = "0924-865X",

publisher = "Springer New York",

}