Title

A Skewness-Adjusted Binomial Model for Pricing Futures Options: The Importance of the Mean and Carrying-Cost Parameters

Authors

R. Stafford Johnson, Xavier University - CincinnatiFollow
Amit Sen, Xavier University - CincinnatiFollow
Brian Balyeat, Xavier UniversityFollow

Document Type

Article

Publication Title

Journal of Mathematical Finance

ISSN

21622434

Volume

2

Issue

1

First Page

105

120

Publication Date

2-2012

Recommended Citation

Johnson, R. Stafford; Sen, Amit; and Balyeat, Brian, "A Skewness-Adjusted Binomial Model for Pricing Futures Options: The Importance of the Mean and Carrying-Cost Parameters" (2012). Faculty Scholarship. 43.
https://www.exhibit.xavier.edu/finance_faculty/43