An autoregressive conditional binomial option pricing model /
Prigent, Jean-Luc.
Renault, Olivier.
Scaillet, Olivier.
London School of Economics and Political Science.Financial Markets Research Centre.
London : Financial Markets Group, London School of Economics,
2000.
Includes bibliographical references (p. 18-20).
"November 2000."
Capital assets pricing model.
Options (Finance)
Binomial distribution