Jun Liu is thanked for encouraging this research from the very beginning, and Chong Jiang is thanked for bringing the implied binomial tree method to Qiang's attention. The authors are truly grateful to the anonymous reviewer for suggesting the inclusion of hedging performance in the study, for helping improve the scholarship of the study in numerous ways, and for expediting the review process. The editorial support from Editor Robert Webb is sincerely appreciated without any reservation. The work is supported by a key research grant from Project 211 (Phase III) of Southwestern University of Finance and Economics, by Huaxi Futures Co., Ltd., and by Tri-Spring Steel Trades Co., Ltd.
Canonical Distribution, Implied Binomial Tree, and the Pricing of American Options
Version of Record online: 24 OCT 2011
© 2012 Wiley Periodicals, Inc.
Journal of Futures Markets
Volume 33, Issue 2, pages 183–198, February 2013
How to Cite
Liu, Q. and Guo, S. (2013), Canonical Distribution, Implied Binomial Tree, and the Pricing of American Options. J. Fut. Mark., 33: 183–198. doi: 10.1002/fut.20555
- Issue online: 19 NOV 2012
- Version of Record online: 24 OCT 2011
- Manuscript Accepted: 17 SEP 2011
- Manuscript Received: 12 MAY 2011
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