Dasheng Ji

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

67

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (1)

1.

Valuing Options Under Nonlognormality Using Relaxed Lattices

Number of pages: 27 Posted: 21 Dec 2009
Dasheng Ji and B. Wade Brorsen
affiliation not provided to SSRN and Oklahoma State University - Stillwater - Department of Agricultural Economics
Downloads 67 (399,628)

Abstract:

Loading...

binomial trees, Gaussian quadrature, option