Estimating European and American option pricing models: Excel and SAS language approach

Book

焯然張, John Lee and Cheng Few Lee

Handbook Of Investment Analysis, Portfolio Management, And Financial Derivatives (In 4 Volumes), Vol.4-4, pp.3225-3254

2024

Abstract

Bivariate normal distribution;Black's model;Black-Scholes model;Dividend yield;Future option;Stock indices

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Title: Estimating European and American option pricing models: Excel and SAS language approach
Creators - without role: 焯然張
John Lee
Cheng Few Lee - Rutgers, The State University of New Jersey
Identifiers: 978-981126994-3, 978-981126993-6; 9957771343006774
Academic Unit: Department of Quantitative Finance, College of Technology Management, National Tsing Hua University
Language: English
Resource Type: Book
Publication Details: Handbook Of Investment Analysis, Portfolio Management, And Financial Derivatives (In 4 Volumes), Vol.4-4, pp.3225-3254