基于交易成本和红利的欧式期权二叉树模型及算法

任芳玲，蒋登智

Binomial tree model and algorithm for European option based on transaction costs and dividends

REN Fang-ling,JIANG Deng-zhi

山东科学 . 2018, (5): 101 -108 . DOI: 10.3976/j.issn.1002-4026.2018.05.016