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

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

Original language	English
Pages (from-to)	435-448
Number of pages	14
Journal	Review of Quantitative Finance and Accounting
Volume	1
Publication status	Published - Dec 1991
Externally published	Yes

ASJC Scopus subject areas

@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",

month = dec,

language = "English",

volume = "1",

pages = "435--448",

journal = "Review of Quantitative Finance and Accounting",

issn = "0924-865X",

publisher = "Springer New York",

}

TY - JOUR

T1 - Binomial option pricing model with stochastic parameters: a beta distribution approach

AU - Lee, Jack

AU - Lee, Cheng F.

AU - Wei, Kuo-chiang

PY - 1991/12

Y1 - 1991/12

UR - https://www.scopus.com/pages/publications/24944512687

M3 - Journal article

SN - 0924-865X

VL - 1

SP - 435

EP - 448

JO - Review of Quantitative Finance and Accounting

JF - Review of Quantitative Finance and Accounting

ER -