Modified Binomial Tree and Market Efficiency: The Case for KLCI and LTCM

Koh Hock Lye, Teh Su Yean, Kew Lee Ming. Modified Binomial Tree and Market Efficiency: The Case for KLCI and LTCM. In Yixin Chen, Hepu Deng, Degan Zhang, Yingyuan Xiao, editors, FSKD 2009, Sixth International Conference on Fuzzy Systems and Knowledge Discovery, Tianjin, China, 14-16 August 2009, 6 Volumes. pages 538-542, IEEE Computer Society, 2009. [doi]

Abstract

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