Department of Finance, Xavier University, Cincinnati, USA
Department of Economics, Xavier University, Cincinnati, USA
Department of Finance, Xavier University, Cincinnati, USA
Copyright © 2012 Stafford Johnson, Amit Sen, Brian Balyeat et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
S. Johnson, A. Sen and B. Balyeat, "A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters,"
Journal of Mathematical Finance, Vol. 2 No. 1, 2012, pp. 105-120. doi:
10.4236/jmf.2012.21013.