Comparative Performance of the Black-Scholes and Roll-Geske-Whaley Option Pricing Models
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.
Volume (Year): 18 (1983)
Issue (Month): 03 (September)
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- Tian, Yisong Sam, 1998. "A Trinomial Option Pricing Model Dependent on Skewness and Kurtosis," International Review of Economics & Finance, Elsevier, vol. 7(3), pages 315-330.
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