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On Binomial Option Pricing

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  • Chi-Cheng Hsia

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  • Chi-Cheng Hsia, 1983. "On Binomial Option Pricing," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(1), pages 41-46, March.
    • Handle: RePEc:bla:jfnres:v:6:y:1983:i:1:p:41-46
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1983.tb00310.x
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    References listed on IDEAS

    as
    1. Rendleman, Richard J, Jr & Bartter, Brit J, 1979. "Two-State Option Pricing," Journal of Finance, American Finance Association, vol. 34(5), pages 1093-1110, December.
    2. Merton, Robert C., 1971. "Optimum consumption and portfolio rules in a continuous-time model," Journal of Economic Theory, Elsevier, vol. 3(4), pages 373-413, December.
    3. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
    4. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
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    Cited by:

    1. Chen, An, 2008. "Loss analysis of a life insurance company applying discrete-time risk-minimizing hedging strategies," Insurance: Mathematics and Economics, Elsevier, vol. 42(3), pages 1035-1049, June.
    2. Bowei Chen & Jun Wang, 2014. "A lattice framework for pricing display advertisement options with the stochastic volatility underlying model," Papers 1409.0697, arXiv.org, revised Dec 2015.

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