Journal: J. Risk Financial Manag., 2011
Article: Use of Bayesian Estimates to determine the Volatility Parameter Input in the Black-Scholes and Binomial Option Pricing Models
Authors: Shu Wing Ho, Alan Lee and Alastair Marsden
MDPI provides reprints in high quality with convenient shipping to destinations worldwide. The articles are printed in on premium paper with high-resolution figures. Our covers are customized to your article and designed to be complimentary to the journal. These reprints are ideal additions to your portfolio. Copy details: 135g/m2 paper, 2x stitched, full colour and glossy finish, orderable in quantities from 10 to 1000.
If you have any questions, or special requests, please write to email@example.com; we are happy to provide you with the information you need.