ZHANG, Hang. Improving Binomial Tree Option Pricing: Estimating Volatility via Linear Regression. Science and Technology of Engineering, Chemistry and Environmental Protection, [S. l.], v. 4, n. 3, p. 15902, 2026. DOI: 10.61173/zp5ywx89. Disponível em: https://stecep.deanfrancis.press/article/view/359. Acesso em: 4 nov. 2026.