Minimum cross entropy formalism of binomial tree model for option pricing

被引：0
|
作者：
Li, Ying-Hua [1 ]
Li, Xing-Si [2 ]
机构：
[1] School of Mathematical Sciences, Dalian University of Technology, Dalian 116024, China
[2] State Key Laboratory of Structural Analysis for Industrial Equipment, Dalian University of Technology, Dalian 116024, China
来源：
Dalian Ligong Daxue Xuebao/Journal of Dalian University of Technology | 2011年 / 51卷 / 05期
关键词：
11;
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页码：777 / 780
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