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The Partial Distribution:Definition, Properties and Applications in Economy

Acknowledgement and References

ACKNOWLEDGEMENT

The author is very grateful to authors of references and Professor Chen Cai and Professor Wei-xuan Xu of Chinese Academy of Sciences for paying attention to researches about partial distribution. Also, the author would like to express the appreciation for each of experts who read this discussed draft.

REFERENCES

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[2] Salvatore Micciche, Giovanni Bonanno, Fabrizio Lillo, Rosario N. Mantegna, Volatility in Financial Markets: Stochastic Models and Empirical Results, Physica A, 314, 756-761, (2002)

[3] Bazant, M.Z. Random Walks and Diffusion, Spring, 2003

[4] Black, F. Scholes, M., The Pricing of Option and Corporate Liabilities, Journal of Political Economy, 81(19 73), 637–659

[5] Geske,R. and H. Johnson,The American Put Value Analytically, Journal of Finance,39(1984)

[6] Boyle, P. Phelim P., A Lattice Framework for Option Pricing with Two State Variables, Journal of Financial and Quantitative Analysis, 23 (1988), 1–12.

[7] Blomeyer, E. C. and H. Johnson. An Empirical Examination of the Pricing of American Put Options. Journal of Financial and Quantitative Analysis 23 (1988), 13-22.

[8] Breen, R. The Accelerated Binomial Option Pricing Model, Journal of Financial and Quantitative Analysis 26 (1991), 153–164.

[9] Bunch, D. S. and H. Johnson. A Simple and Numerically Efficient Valuation Method for American Puts Using a Modified Geske-Johnson Approach. The Journal of Finance 47, 809-816. (1992)

[10] Davis A. and M.H.A General Option Pricing Formula, Preprint, Imperial College, London (1994).

[11] Eberlein E. and J. Jacod. On the range of options prices. Finance and Stochastics 1, 131. (1997).

[12] Hagen Kleinert. Option Pricing from Path Integral for Non-Gaussian Fluctuations. arXiv:cond-mat/0202311, vo1.19, Feb, 2002

[13] Tian, Y. A modified lattice approach to option pricing Journal of Futures Markets, textbf13(1993), 563–577

[14] Tian, Y. A Flexible binomial Option Pricing Model, Journal of Futures Markets(1999), 817–843.

[15] Villani, D. and A. E. Ruckenstein. Looking Forward to Pricing Options from Binomial Trees, working paper, Rutgers University, 2000.

Prof. Feng Dai

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