Korean J Financ Stud Search

CLOSE


Korean Journal of Financial Studies 2002;31(1):151-185.
Published online September 30, 2002.
A Method of Constructing a Simple Binomial Tree to Model the Stock Price Movement with Discrete Jumps
Jung Jin Lee
기준변수의 비연속 점프를 효율적으로 모형화할 수 있는 확장된 이항옵션평가모형
이정진
Key Words: 옵션의 평가,이항옵션평가기법,재결합트리,옵션가치의 수렴,배당락,미국형
TOOLS
Share :
Facebook Twitter Linked In Google+ Line it
METRICS Graph View
  • 88 View
  • 0 Download
Related articles in Korean J Financ Stud


ABOUT
BROWSE ARTICLES
EDITORIAL POLICY
FOR CONTRIBUTORS
Editorial Office
6F, Korea Financial Investment Association Building
143, Uisadangdaero, Yeongdeungpo-gu, Seoul 07332, Korea
Tel: +82-2-783-2615    Fax: +82-2-783-6539    E-mail: office@e-kjfs.org                

Copyright © 2021 by Korean Securities Association.

Developed in M2PI

Close layer
prev next